Walk Forward is greyed out in Portfolio Backtester

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SeanBannister
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Walk Forward is greyed out in Portfolio Backtester

Postby SeanBannister » 05 Jan 2011

I've been using "Walk Forward" in Multicharts for backtesting and it works great but when I try to use it in the Portfolio Backtester the Walk Forward check box is greyed out so I can't click it. Is this a limitation of the Portfolio Backtester? Or a missing setting?

Example screen shot is attached.
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SeanBannister
Posts: 11
Joined: 04 Jan 2011

Re: Walk Forward is greyed out in Portfolio Backtester

Postby SeanBannister » 09 Jan 2011

I was wondering if someone could confirm if "walk forward" is greyed out for them when performing a Portfolio Backtest? Thanks

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Dave Masalov
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Re: Walk Forward is greyed out in Portfolio Backtester

Postby Dave Masalov » 13 Jan 2011

Dear SeanBannister,

Walk-forward optimization is not supported in Portfolio Backtester.

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JoshM
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Re: Walk Forward is greyed out in Portfolio Backtester

Postby JoshM » 06 Oct 2011

Walk-forward optimization is not supported in Portfolio Backtester.
Too bad, since walk-forward optimizations are a great way to test the robustness of a trading strategy and get a better picture about what future performance might be expected.
Thanks! :)

Josh


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