Traders' Roundtable

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, ...

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...