Walk Forward optimization: Forex trading with Portfolio EAs
Walk forward optimization: Forex trading with portfolio EAs is our latest course launched by Petko Aleksandrov, the head Trader at the EA Forex Academy. In this course, the Trader includes 30 strategies grouped in three portfolio expert advisors for the quad spares. The complete course:
https://eaforexacademy.com/courses/algorithmic-trading/
The Trader decides to dedicate this course to walk forward optimization. This is an advanced analytic tool for algorithmic trading. He uses the strategy builder expert advisor studio which is a professional program to generate, analyze and export strategies as expert advisors.
The walk forward optimization is a robustness tool that all strategies should pass before actual trading. It checks they're over optimization by trying to find better parameters for the strategy. If the walk forward optimization fails to find better strategies this gives the sign that the parameters of the original strategy were fit to the historical data and this expert advisor is over optimized.
How does the walk forward optimization work?
It divides the backtested period into different segments. It optimizes the first segment and simulates trading on the next. After that, it includes the next segment and optimizes together with the previous one. Again simulated trading is performed for the next segment. This process repeats till the end and the walk forward optimization shows a complete backtest with the final parameters from the last segment. We can compare if the strategy is better than the initial land or not. If it is a better strategy than we just have a better strategy.
In this walk forward optimization course, you will find attached 30 strategies that passed the robustness test and are ready for trading as portfolio expert advisors. Also, the Trader will launch new portfolio expert advisors every new month.
He shows during the course how to place properly the expert advisors over the trading child and how to follow the results because the idea is to trade Only the strategies that are profitable at the current market conditions.
If you have any questions, you can drop them in our trading Forum:
https://eaforexacademy.com/forums/forum/general/
https://eaforexacademy.com/courses/algorithmic-trading/
The Trader decides to dedicate this course to walk forward optimization. This is an advanced analytic tool for algorithmic trading. He uses the strategy builder expert advisor studio which is a professional program to generate, analyze and export strategies as expert advisors.
The walk forward optimization is a robustness tool that all strategies should pass before actual trading. It checks they're over optimization by trying to find better parameters for the strategy. If the walk forward optimization fails to find better strategies this gives the sign that the parameters of the original strategy were fit to the historical data and this expert advisor is over optimized.
How does the walk forward optimization work?
It divides the backtested period into different segments. It optimizes the first segment and simulates trading on the next. After that, it includes the next segment and optimizes together with the previous one. Again simulated trading is performed for the next segment. This process repeats till the end and the walk forward optimization shows a complete backtest with the final parameters from the last segment. We can compare if the strategy is better than the initial land or not. If it is a better strategy than we just have a better strategy.
In this walk forward optimization course, you will find attached 30 strategies that passed the robustness test and are ready for trading as portfolio expert advisors. Also, the Trader will launch new portfolio expert advisors every new month.
He shows during the course how to place properly the expert advisors over the trading child and how to follow the results because the idea is to trade Only the strategies that are profitable at the current market conditions.
If you have any questions, you can drop them in our trading Forum:
https://eaforexacademy.com/forums/forum/general/
