Walk Forward optimization for Expert Advisors
Walk forward optimization for expert advisors is a lecture from the традинг course algorithmic trading strategies top 10 USDCAD EAs.
You can find the complete course in the following link:
https://eaforexacademy.com/courses/algorithmic-trading/algorithmic-trading-strategies-top-10-usdcad-eas/?tab=tab-curriculum
Walk forward optimization is a new feature in the strategy builder in EA studio and it helps the Trader to recognize the over optimized strategies. What it does is to divide the whole backtested period into different segments. By default, they are 5.
The walk forward optimization starts to optimize each segment and simulates trading for the next segment. After that, it adds the new segment and optimizes both together and runs simulation trading for the next segment. This repeats for the whole backtested.
In the end, we see a different equity line that is different from the original equity line. If the new line is better, this means that the strategy was not over optimized. But if the equity line from the walk forward optimization is worse, this means that the strategy was over optimized.
This is because if the strategies optimized or over-optimized we cannot come with better parameters at the end of the world forward optimization. So basically this way when the world forward optimization has worse results it shows that the strategy was over-optimized.
The algorithmic trading strategies top 10 USDCAD EAs course is designed to teach the Trader how to recognize the robust strategies. It is very important for every algorithmic Trader to perform robustness testing before placing the expert advisors even on a demo account. This saves a lot of time and Resources.
Accept the walk forward optimization in this course the traders learn how to use the Monte Carlo tool and Multi Market tool. When combined the tree filter very well the Expert Advisors that was over optimized and at the end, the Trader has robust strategies.
If you want to test the world forward optimization by yourself you can sign up for 15 days free trial with the expert advisor studio:
https://eaforexacademy.com/software/expert-advisor-studio/
If you have any questions you are very welcome to write in our trading forum:
https://eaforexacademy.com/forums/forum/general/
You can find the complete course in the following link:
https://eaforexacademy.com/courses/algorithmic-trading/algorithmic-trading-strategies-top-10-usdcad-eas/?tab=tab-curriculum
Walk forward optimization is a new feature in the strategy builder in EA studio and it helps the Trader to recognize the over optimized strategies. What it does is to divide the whole backtested period into different segments. By default, they are 5.
The walk forward optimization starts to optimize each segment and simulates trading for the next segment. After that, it adds the new segment and optimizes both together and runs simulation trading for the next segment. This repeats for the whole backtested.
In the end, we see a different equity line that is different from the original equity line. If the new line is better, this means that the strategy was not over optimized. But if the equity line from the walk forward optimization is worse, this means that the strategy was over optimized.
This is because if the strategies optimized or over-optimized we cannot come with better parameters at the end of the world forward optimization. So basically this way when the world forward optimization has worse results it shows that the strategy was over-optimized.
The algorithmic trading strategies top 10 USDCAD EAs course is designed to teach the Trader how to recognize the robust strategies. It is very important for every algorithmic Trader to perform robustness testing before placing the expert advisors even on a demo account. This saves a lot of time and Resources.
Accept the walk forward optimization in this course the traders learn how to use the Monte Carlo tool and Multi Market tool. When combined the tree filter very well the Expert Advisors that was over optimized and at the end, the Trader has robust strategies.
If you want to test the world forward optimization by yourself you can sign up for 15 days free trial with the expert advisor studio:
https://eaforexacademy.com/software/expert-advisor-studio/
If you have any questions you are very welcome to write in our trading forum:
https://eaforexacademy.com/forums/forum/general/
