Strategy Tester request

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At first i want to say that Metratrader is a very cool package, however, i feel that the Stratregy Tester is lacking the possibility to test on a different period than the one used for the optimization, will it be possible to add such of feature to simulate the walk forward optim (eg running the optimization on a period and see the result on a out-of sample data ???)
 
No comment on this one ? This is a really must to get the confidence that a strategy is working in futur data and not only on the sample used for the optimization...
 
What the problem?
You can access to another period's data.

extern int ExtPeriodIndex=0;
int periods[]={PERIOD_M1,PERIOD_M5,PERIOD_M15,PERIOD_M30,PERIOD_H1,PERIOD_H4,PERIOD_D1,PERIOD_W1,PERIOD_MN};
...
ma_current=iMA(NULL,periods[ExtPeriodIndex],...);


 
No you did not understand,

when you run the tester, you may want to optimize a strategy in past data (of course what else can you do) but you may want to get it run and ranked in out of sample data, for example :

backtest optimization a strategy from 2006/01/01 to 2006/06/01 and validating from 2006/06/02 to 2007/01/01 and you want to get the balance/ profit/ dd raking etc... not in the optimized period but in the validating period, so you could add 2 DATE RANGE in the tester, the normal one that we have and a second for validating, the default will be to have the same date range for both ( like the current system) but the user can adjust it if necessary, believe me, this will allow to optimize and test the result in a range of data not used for the optimization and see the real profitability of a strategy and avoid curve fitting...this is a must for any strategy developer....
 
I see. This is "forward testing". May be in future, in the next platform.
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