Walk forward optimization

Looking for a walk forward optimization tool for MT5.

Thank you

Walk-forward testing is available in MT5 strategy tester --> https://www.metatrader5.com/en/terminal/help/testing

Thank you,

yes, already saw this. However, i am looking for a periodically setup over the whole test period, for instance:

optimize 3 trading days, apply 5 trading days, move optimization period, repeat.

Right now, you can only optimizes one and apply once.

Hello MetaQuotes:

is it possible to implement a periodical forward backtest:

Select optimization interval (backtest) and select application interval (forward backtest).

This would be great help. You could see, if one week of optimization then applicate result for next week, optimize next week, applicate for over-next weekt, and so on

would have worked over the past 10 years.


MetaQuotes - this would be great, indeed. To visualize chinaski 's request, just an example:

Walk-Forward Optimization

Hello Enigma,

thank you for supporting me.

In- and out- sample size should be free selectable. For instance in=4 hours, out=24 hours…

This’s what some neutral network algorithm implements.

Always can use a library to do it.

If it’s going to be built-in, that’s always a good news.

I already made such a programe. Unfortunatly it`s emulation based one.


@Metaquotes: this feature implemented inside MT5 strategy tester would give another major reason to migrate from MT4…