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TS Walkforward


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TS Walkforward

  #1 (permalink)
 bchip 
Torino, Italy
Elite Member
 
Experience: Advanced
Platform: TradeStation
Trading: ES,YM,CL,GC
Posts: 132 since Sep 2017
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Hi all

I was just wondering if anyone uses the TS Walk-forward optimizer to test their strategies?
I've heard someone say that they are not a fan of it.
Just wondering what the forums experience is with it and if there are any pitfalls I should be aware of?

I can already see that the Monte Carlo for doesnt quite show all the stats that I need.

Thanks

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  #2 (permalink)
Shaban
Turin + Italy
 
Posts: 194 since Feb 2020
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Here are 3 videos of Kevin Davey: Walkforward testing:

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  #3 (permalink)
 bchip 
Torino, Italy
Elite Member
 
Experience: Advanced
Platform: TradeStation
Trading: ES,YM,CL,GC
Posts: 132 since Sep 2017
Thanks Given: 160
Thanks Received: 116



Shaban View Post
Here are 3 videos of Kevin Davey: Walkforward testing:


Thanks, yes I noticed he also doesnt prefer it, as he uses StratOpt

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Last Updated on March 23, 2020


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