I have been perfecting two strategies one for longs and one for shorts on one market. I first back~tested on about 9 weeks data and used the strategy analyzer to optimize till I was real happy with a nice profitable bundle.
Then I bought 5 years worth of data and have back~tested (at this stage to the beginning of the year) using the same optimization to get to a figure considerably less per month- but still a decent income.
Now I read forum posts that talk about walk forward and how that gives different results ( poorer).
What is it all about? How does it work?
What parameters do I use. In the end I want a stable automated trading strategy that will come close to replicating ( within reason) the back and forward testing results.
raycam
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