MetaTrader's tester allows us to run walk-forward analysis in different ways. Among them, two custom approaches are implemented and available as corresponding product lines for MT4 and MT5. First - WalkForwardOptimizer (WFO) - is more powerful and flexible, yet more complicated and resource consuming. Second - WalkForwardLight (WFL) - is more simple and easy to use.
| Product | MT4 | MT5 |
|---|---|---|
| WalkForwardOptimizer Library |
 |  |
|
WalkForwardReporter Script |
 | (not needed, MT5 WFO library builds reports automatically) |
|
WalkForwardDemo Expert Adviser |
(not available) |  |
|
WalkForwardLight Library |
 |  |
|
WalkForwardBuilder Script |
 |  (optional) |
Click on an icon leads to corresponding product page.
Advatanges of MT5 versions of the product over MT4 versions
- MT5 versions create files with meta-data in MQL5/Files folder automatically (MT4 version does this in the tester/Files and you should move them manually to MQL4/Files, before you run the reporter script);
- MT5 versions build html-reports automatically, so there is no need to have the reporter script and run it manually (as it is in MT4); though the reporter can be used in WFL to quickly rebuild report using another optimization criterion (without re-optimization in the tester - this is a unique WFL feature);
- MT5 version takes care of deleting old WF-global variables (MT4 versions do this semi-automatic, on timeout, if it's programmed so);
- MT5 versions detect EA parameters (names and values) automatically (MT4 versions require you to provide this information in your code);
- MT5 supports optimization in multiple threads (cores).
