How To Perform Prorealtime Walk Forward Testing

Prorealtime Automated Trading Strategies And Training

How To Perform Prorealtime Walk Forward Testing

Walk Forward testing is a method of testing the robustness of a system against past data with the aim of analysing a system against multiple market conditions. A system passing the criteria is thought of as more robust and therefore more likely to continue in the manner of the back test but as always past results are not a predictor of future success.

Walk Forward Testing Introduction And Examples


Walk Forward Testing Quick Tips


  • Don’t use money management
  • Use as much data as possible
  • If the system is changed the walk forward results will change
  • The test may not be reliable for system that trade infrequently
  • If using a long short system don’t perform the tests on each separately
  • Systems hard fail if there is an error in the code and walk forward is active rather than giving guidance on fixing the issue

NB if you have any other walk forward tips please share them in the comments below



Extracts From The Prorealtime Manual

Probacktest Manual – Full Manual From The Prorealtime Platform

Methodology Overview

Optimisation Period Illustration



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