Walk forward optimization
WFO for out-of-sample testing during optimization would lead to the creation of more robust systems, optimal parameter sets, and less curve-fitting.
In my opinion this is the best platform, still it needs some statistical feature in order to be strongly attractive for professionals. WFO and Monte Carlo analysis are precious tools for automatic trading.
Nowadays I'm working manually on this stuff.
I hope WFO has worked and benefit traders. It's a good strategy that will work. <a href="http://www.clipsit.net/www-indigoapply-com-pre-approved-for-indigo-platinum/">indigoapply</a>
This is something, that I am really looking forward to. It could save a lot of time if don't have to do it manually for single optimization results
I am very surprised that this platform wouldn't include built-in Walk-Forward Analysis or out-of-sample testing. Maybe cTrader is catering more to discretionary traders? For any serious algorithmic trader, this feature is not optional. Unfortunately that means this platform is unacceptable to me. Maybe they'll implement it in the future? Until then I'll be looking at MultiCharts / Asirikuy / SierraCharts as an alternative.
Lávio Pareschi commented
To accomplish this very important feature, I think that the backtesting process must be faster.
I have used Ninja that does WFO. And Ninja is much faster than CTrader when doing optimizations and, consequently, WFO. This performance issue is a problem and maybe the reason the CTrader makers did not include WFO in their program in first versions.
This would be a great addition to prevent curve fitting.
Some other software out there that does this:
Absolutely essential feature.