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How to Verify Walk-Forward Optimization (WFO) Results

25 bytes removed, 17:06, 27 April 2017
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# Create a chart. Apply your strategy. Perform Walk-Forward optimization. From the report choose any particular OOS period (its start and end dates).
# Close the WFO report. Open the Strategy Properties window to check what is the [[Strategy Properties#Setting Maximum Bars Back|Maximum number of bars a study will reference (MaxBarsBack)]].
# Go back to chart and find the start date (1 day chart is the easiest way to test). Now you will need to find out what would be the OOS start date – MaxBarsBack. <div style="background-color: #E5F6FF;">'''Example''': MaxBarsBack was set to 50, so the start date bar for a 1 day chart to backtest the same period should have bar number 51.</div># Change the data range settings of the new chart to have the first bar = the OOS start date – MaxBarsBack; and the end date = OOS end date. <div style="background-color: #E5F6FF;">'''Example''': MaxBarsBack was set to 50, so if the start date of a 1 day OOS is 1 of June, you should go 50 working days prior to 1st of June for the new chart data range setting to backtest the same period.</div># Apply the inputs for the OOS period from WFO report to strategy on this adjusted chart.</div>
# Call Strategy Performance report and you will see the results match the respective OOS results from WFO report.
# <div style="background-color: #E3FBE5;">'''Note''':If chart is range-based/tick-based/intraday data-based, script modification will be required to do what is described in point 4. </div>
[[Category:FAQ]]

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