Search found 2 matches

by Bob Pardo
Mon Jun 17, 2019 6:29 pm
Forum: Testing and Simulation
Topic: Walk Forward Analysis
Replies: 4
Views: 2755

Re: Walk Forward Analysis

Hi Bobysyd, Glad that you have found benefit in and use WFA. Another benefit of WFA is to identify optimal IS and OS window sizes. If the ones that you use are markedly superior to longer more "traditional" windows there is nothing wrong with using them as you have been doing. I must say, that with ...
by Bob Pardo
Tue Jun 11, 2019 2:17 pm
Forum: Testing and Simulation
Topic: Walk Forward Analysis
Replies: 4
Views: 2755

Re: Walk Forward Analysis

1. The primary value of walk-forward analysis (WFA) is to prove robustness. The secondary benefit of WFA is to improve performance by adapting to changing market conditions. 2. In the scenario you have described, the strategy sounds robust (however, the devil's in the details, so that is somewhat of...