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Walk Forward Analysis Tool

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Hi Developers,

 

I´m looking for a tool to support a walk forward analysis in MT5. Besides the actual optimization MT5 features, this tool should permit define In Sample (IS) and  Out of Sample (OOS) windows and apply over one, more than one or a list of pairs. The results should generate two reports: one with the IS and OOS results and statisctics and other with the OOS list of trades results and statistics (i.e. MFE, MAE, equity curve, and others).

More details to follow.

I accept suggestions about how to implement it in MT5. Someone interested?

 

Regards. 

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