Walk Forward optimization

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mel
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  • Completed

Custom Walk Forward optimization in MetaTrader 5 - MQL5 Articles


Would it be possible to implement something like this in the EA? Currently I am optimizing backtests / forward testing, manually choosing what I consider the best result of both the backtest and forwardtest and performing an out of sample test of the following week to test the robustness of my strategies. While it has been successful, it is a very manual and time intensive process. I am looking for anything that can help me simplify this with the EA.

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Andrey Khatimlianskyi
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Hi, Mel!

Do you have this library? I can connect it to the CP EA, but every user have to purchase the library to be able to run forward-test. Are you sure someone will do it?

I can recommend this free tool to do almost the same -- https://www.mql5.com/ru/code/27755

Please try it and let me know if you still want to connect CP to the walk-forward library.

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mel
Quote from Andrey Khatimlianskyi

Hi, Mel!

Do you have this library? I can connect it to the CP EA, but every user have to purchase the library to be able to run forward-test. Are you sure someone will do it?

I can recommend this free tool to do almost the same -- https://www.mql5.com/ru/code/27755

Please try it and let me know if you still want to connect CP to the walk-forward library.

I do not have the library. I'd be willing to purchase it but for sure I will try what you sent first and see if I can get it to work! Thanks.

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0
mel
Quote from Andrey Khatimlianskyi

Hi, Mel!

Do you have this library? I can connect it to the CP EA, but every user have to purchase the library to be able to run forward-test. Are you sure someone will do it?

I can recommend this free tool to do almost the same -- https://www.mql5.com/ru/code/27755

Please try it and let me know if you still want to connect CP to the walk-forward library.

I am trying to make this Validate program work but I'm finding it challenging getting it to run. I've asked the developer but he's too busy. And I've posted on his telegram so waiting for some help there. Have you tried it and been able to get it to work by any chance?

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Andrey Khatimlianskyi
Quote from mel

I am trying to make this Validate program work but I'm finding it challenging getting it to run. I've asked the developer but he's too busy. And I've posted on his telegram so waiting for some help there. Have you tried it and been able to get it to work by any chance?

Yep, it worked for me some time ago.

Try to start with the simplest case and run it as it is.

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mel
Quote from Andrey Khatimlianskyi

Yep, it worked for me some time ago.

Try to start with the simplest case and run it as it is.

I was able to get it to work!!! This is awesome!!! How come more people aren't using it? Is it not that reliable to rely on the walkthrough results?

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2
Andrey Khatimlianskyi
Quote from mel

I was able to get it to work!!! This is awesome!!! How come more people aren't using it? Is it not that reliable to rely on the walkthrough results?

It would be great if you could write a short 'How To' article on using ' Validate' with the CP EA 🤗

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Andrey Khatimlianskyi
  • Completed