12.1) What is 'Walk Forward Analysis' and how does it improve Trading System Optimizations

12.1) What is 'Walk Forward Analysis' and how does it improve Trading System Optimizations

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Walk Forward Analysis (WFA) provides many advantages over a standard optimization process and helps algorithmic traders produce more effective trading systems. Also called Walk Forward Optimization (WFO), this backtesting method overcomes a number of major issues inherent in the standard approach. This episode shows how Walk Forward Analysis provides a solution.

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OTHER PARTS TO THIS EPISODE:
Easy access to all parts of this episode:
Part 1: https://youtu.be/WBZ_Vv-iMv4 (This part)
Part 2: https://youtu.be/XWxj5yQ3iPQ

VIEW THE WHOLE 'BACKTESTING & OPTIMIZATION' SERIES IN ONE PLACE:
https://www.youtube.com/playlist?list=PLv-cA-4O3y95J6xmwSaCILL4FlGJZO0PJ

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Tags:
Walk Forward Analysis
Walk Forward Optimization
Algo Trading
Multi-Stage Optimization
Robert Pardo
Backtesting
Darwinex
Bob Pardo
MT4
MT5
MetaTrader
WFA
WFO
Software