Lib WFA + WFM (Walk Forward Analisys & Matrix)

指定

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:



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