Walk Forward parameter is a process for enabling the a series of test period segments for the purposes of optimizing the value of one or more parameters.

 

Global Parameters Walk Forward Settings v4.3.x

 

Global Parameter:

Description:

Walk Forward

Walk Forward parameter is a process for enabling the a series of test period segments for the purposes of optimizing the value of one or more parameters.

Walk Forward OOS (days)

This sets the number of calendar days used for the Walk Forward out of sample process when running a Walk Forward test.

 

Walk Forward Stats 2 Blox Example:

Walk Forward Stats 2 Blox Editor Details

Walk Forward testing can will generate statistical information when the Walk Forward Stats 2 blox module is used with the test Suite.  This blox is listed as an Auxiliary module and available in the System Editor section for inclusion in a System of blox.