Spécifications
I need a library that when running optimization backtest displays information like the example below:
Hello there,
I've developed my own EA based on my strategy. For robustness purposes, I need to include WFA inside this code. That said, I do not expect you to use solutions based on:
#import "WalkForwardOptimizer.ex5"
The goal here is to develop the WFA & WFM inside the EA.
The expected results of this code are:
- WFA Results of each step "in sample" and "out of sample" (Profit, etc) - I do not know if such results come automatically. Anyway, if the results come automatically, this is less work for you;
- WFM Results of each stop "in sample" and "out of sample" (profit, etc) - I do not know if such results come automatically. Anyway, if the results come automatically, this is less work for you;
You are need include graphics, panels & dialogs as exposed in attached examples photos.
Photos meaning:
IS = In Sample
OOS = Out Of Sample
WFE = Walk Forward Efficiency
IS / OOS / Tests = In Sample / Out Of Samples / Number of Tests
About WFA:
About WFM:
Parameters for WFM: