Walk Forward Analysis

[RustyKanuck]

Hi everyone,

here is an include file for walk forward analysis in mt5, it also has the mq5 file which has an example how to call it into you're EA. It's the bare framework of a walk forward analysis type program so it's not like any fancy software you've seen out there before, I'm hoping we can all contribute to make this something really useful for us all.

The results file is located in the shared folder of all terminals.

C:\Users\USER\AppData\Roaming\MetaQuotes\Terminal\Common\Files

[RustyKanuck]

I have taken the original and made some changes, structured the inputs so they look a little nicer and started trying to get the csv and html reports working better and get them easier to read.

these are some of the issues I'm trying to fix at the moment:

1) Enumerate All Windows (No duplicates, covers entire date range)

just working on getting duplicate dates out of csv report.

[RustyKanuck]

first functioning version here. feel free to test, critique and improve!

[RustyKanuck]

Video tutorial

[AliJamal48]

Thank you for your great effort in making this possible.

I have a question: Can I use fast generic optimization, or is it not possible?

If it’s not possible, could you add an optimization option that works similarly to fast generic optimization? With too many parameters, it takes hours to complete over a long period.

also Same Question for Custom Max, Profit Factor ...etc .

[Resoluteness]

I have to say thank you so much for this,  if possible, you can build a git repo for this, and people can make contribute by pull request
Thank you so much

[RustyKanuck]

Resoluteness #:
I have to say thank you so much for this,  if possible, you can build a git repo for this, and people can make contribute by pull request
Thank you so much

I made one: alexmcphie/mql5_walk_forward: MQL5 Walk Forward Optimization Library

[RustyKanuck]

AliJamal48 #:

Thank you for your great effort in making this possible.

I have a question: Can I use fast generic optimization, or is it not possible?

If it’s not possible, could you add an optimization option that works similarly to fast generic optimization? With too many parameters, it takes hours to complete over a long period.

also Same Question for Custom Max, Profit Factor ...etc .

well in time it'll evolve, i don't have any plans to work on it in the near future. But if i did i would be avoiding genetic optimization.. i found it lead to curve fitting every time..personally, i think it should not even be an option lol i have wasted a ton of time with genetic optimization, looks good in theory but plays out poorly in practice.