If after downloading from the Market the library is placed into MQL4/Experts/Market folder, you need to move it to MQL4/Libraries to make it available for embedding into your expert advisers.

I don't know why this happens and am trying to clarify the matter with MQ support, but to no avail so far.

The library has been ported to MetaTrader 5. New product is available here -> WalkForwardOptimizer MT5.

Please note that new product has many advantages over MetaTrader 4 version.

NB:

[RU] - Статья "Walk-Forward оптимизация в MetaTrader - своими руками";

[EN] - An article "Custom Walk Forward optimization in MetaTrader".

WalkForwardOptimizer is good solution.

I have been able to do the test very efficiently.

Although I mainly use wfo_built_in_loose as an estimator, could you please tell me the calculation formula of this estimator?

The estimator wfo_built_in_loose is calculated by the following formula:

result = sign(Sharpe) * sqrt(|Sharpe|) * sqrt(PF) * Ntrades * max(Profit, 0) / 100;

where Sharpe is the Sharpe ratio, PF - profit factor, Ntrades - number of trades, Profit - netto profit;

sign is the signum function, sqrt - square root, |...| - absolute value.

If PF is larger than 10, it's replaced with 10 * sqrt(Ntrades) .

All these are empirical, so please don't ask for an inference or proof. ;-)

Thank you very much!

I can understand that there is no absolutely correct formulas for finding the optimal value.

The wfo_built_in_loose function estimates the desired value for my usage and is very useful.

Did you have change mqh of 1.4 version?  I can't compile with embedding your code you described on the overview.

I saw the example "MA"
this two  are parameters of indicators
Is it mean I can only optimize tow parameters? How can I do if I have more parameters need to optimize?

I'm not sure which example do you mean, because the example with MA does not have input parameters you have mentioned.

Of course, you can optimize as many parameters as you wish. Embedding the library does not require to change your algorithm and common principles of using EA.

Feel free to send your questions and further details to me via PM (private messaging).

As far as I can see I am doing everything right but I get zero values in my csv file

Feel free to send all required details to me via private messaging.