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                                                   Walk Forward Testing

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Dave W.
2013-01-11 17:59:28


Does QuantShare support walk forward testing? I searched the forum and came up with 0 hits. If not, is this something you plan to implement? Optimization
without the ability to do walk forward testing can be dangerous...



clonex
2013-01-11 20:09:47

  0

I agree, this ability is a "must" for proper and robust backtesting.


QuantShare
2013-01-12 11:27:23

  1

Walk forward testing will be implemented soon


GS
2013-01-16 05:21:12

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I too agree, we must have this facility, looking forward to see the new version with walk forward testing facility.


EdL
2013-02-06 00:22:04

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Glad to hear this is being implemented. Looking forward to seeing it in action.
Any idea of when the version with this feature will be released?



QuantShare
2013-02-06 10:51:34

  1

Could be in the next release (about 2/3 weeks) or the one after (about 1 month and half).


Jack Weinberg
2013-11-17 21:30:12

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May I again suggest that this is a very important feature!

If anyone is interested, the following link is to an article that I wrote for the January 2009 edition of "Technical Analysis of Stocks and Commodities" magazine where I used the technique of walk forward testing as a way of comparing systems, and how systems will act in the future.

If you would like any volunteers for testing this feature, please let me know.

(please excuse the ads in the following pdf file. my apologies, it comes with the download.)
https://app.box.com/s/tjhmim8sr9cjda71f9zr



QuantShare
2013-11-18 13:13:48

  0

Hi Jack,

Walk forward testing is already implemented. You can use it in the "Simulator Manager" by clicking on "Optimize -> Walk Forward Testing".



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