WalkForwardLight

This is a simplified and effective version of the library for walk forward analysis of trading experts. It collects data about the expert's trade during the optimization process in the MetaTrader tester and stores them in intermediate files in the "tester/Files" directory. Then these files can be used by the special WalkForwardBuilder script to build a cluster walk forward report and rolling walk forward reports for refining it. The intermediate files should be manually placed to the "MQL4/Files" directory before running the script.

There is a similar library for MetaTrader 5 - WalkForwardLight MT5. It has more features, in particular, it immediately creates the intermediate files in the "MQL5/Files" directory and generates a report based on them.

A detailed User's Guide (in Russian) is available in the blog.

The wfL.mqh header file

#import "wfL.ex4"
  int wfl_OnInit(const int cleanUpTimeout);
  void wfl_OnTick();
#import

Example of use in an expert code

#include <wfL.mqh>

int OnInit()
{
  // ... working code
  wfl_OnInit(60);
}

void OnTick()
{
  // ... working code
  wfl_OnTick();
}