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run walk
i could really use some help on doing a run walk forward optimization, i have come to realize the importance of using this feature when creating and back testing a strategy. Is there anyone that can explain this feature in really simple terms i have watched videos on how to do this i think i am more confused now more than ever. Thank YouTags: None
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Hello born again,
Thank you for your post.
Walk Forward optimization is the process by which you optimize strategy input parameters on a historical segment of market data, then test the strategy forward in time on data following the optimization segment using the optimized input values. The central idea is that you evaluate strategy performance data on the test data, not the data used in the optimization. This process is then repeated by moving the optimization and test segments forward in time.
For information on Walk Forward Optimization please visit the following link: http://www.ninjatrader.com/support/h...e_a_strate.htm
If you have further questions please let me know.
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