Walk Forward Optimization ...

 

I found a few websites that mention walk-forward optimization in MT5. I mean real WFO, with multiple staggered and overlapping cycles according to Robert Pardo.

Unfortunately, I can't link to an example because my post would be deleted if I did.


However, that’s not available in my MT5. Is this AI Slope, or do others have a secret, enhanced version of MT5?



I thought that wouldn’t be built in until the year 2500...


And anyway, how do you optimize your EAs and run robustness tests? 
The built-in testers can only lead to overfitting. How else could it work?
That’s not even possible with the built-in tools in MT5, is it? But what’s the point of implementing algorithmic trading in a trading application without robustness testing? They’ll just end up being money-burning machines - or am I missing something here?


Thank you very much for your attention.

MQL5 programming for traders - Book on MQL5.com
MQL5 programming for traders - Book on MQL5.com
  • www.mql5.com
Modern trading relies heavily on computer technology. Automation now extends beyond the boundaries of exchanges and brokerage offices, becoming...
 

There are many articles about walk-forward optimization for MT5 - you can find them in this search results' link for example: this one.

And there are some Market products (most of them are free); I quotes some of them (in description of some of the free product): 
"... demonstrating how the built-in library WalkForwardOptimizer (WFO) for walk-forward optimization works ...": this one

The author/coder of most of them is Stanislav Korotky (he is the famous coder and author of the MQL5 programming language book namely "MQL5 Programming for Traders" - https://www.mql5.com/en/book)

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So, no need to go to any external websites for this knowledge for example sorry.

MQL5 programming for traders - Book on MQL5.com
MQL5 programming for traders - Book on MQL5.com
  • www.mql5.com
Modern trading relies heavily on computer technology. Automation now extends beyond the boundaries of exchanges and brokerage offices, becoming...