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.
Walk Forward is greyed out in Portfolio Backtester
Questions about MultiCharts and user contributed studies.
4 posts • Page 1 of 1
- walkforward.png (148.29 KiB) Viewed 195 times
I was wondering if someone could confirm if "walk forward" is greyed out for them when performing a Portfolio Backtest? Thanks
- Posts: 2090
- Joined: 20 May 2011
- Location: The Netherlands
- Has thanked: 1526 times
- Been thanked: 1487 times
Dave Masalov wrote: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.
- Please consider voting for this issue if you'd like to see Walk-Forward optimizations in the MultiCharts Portfolio Backtester.