Discussion of article "Custom Walk Forward optimization in MetaTrader 5"

[MetaQuotes]

New article Custom Walk Forward optimization in MetaTrader 5 has been published:

The article deals with the approaches enabling accurate simulation of walk forward optimization using the built-in tester and auxiliary libraries implemented in MQL.

After completing the optimization, we will have multiple sets of parameters for each window W with the shift of i steps. The best set will be defined among them. The pass index number allows us to get trading results at the next test segment S immediately. By combining them together, we will obtain a full report on forward testing for several cycles within D.

Fig. 1. Forming the walk forward test

Author: Stanislav Korotky

[dinktoan]

This is such a treasure, thank you for sharing the work!

[Yu Zhang]

So, we must buy the library you develop for using.  Also, your library is not open source and is not flexible to use.  

[Stanislav Korotky]

Yu Zhang:
So, we must buy the library you develop for using.  Also, your library is not open source and is not flexible to use.  

The price is much less than of analogues. All principles is explained in details. If you want it for free, you can implement it on your own and make it more flexible.

[Silmar Junior]

Hello,

When you are making a cluster wfo, what is the proper value to input into wfo_Stepsize optimization?

Given the examples:

Period: 2017.01.01 - 2021.12.31

WindowSize Optimization: Start 30, Step 30, Max 1095

Step Size Optimization: Start -30, Step -30, Max -365

Wfo_StepSize Optimization: Start ?, Step 1, Max ?

 

Can you help to obtain the values for the example?

Thanks

[Stanislav Korotky]

Silmar Junior #:

When you are making a cluster wfo, what is the proper value to input into wfo_Stepsize optimization?

Please, find details in the docs: User Guide, How To's.