Hi,

I was wondering if anyone has much experience with any of the 3rd Party Walk Forward software an an alternative to the doing Walk Forward analysis in TS/Multicharts/Ninjatrader. Specifically, does anyone have any experience with:

1. Enhanced Walk Forward Optimizer from TradeMaid

2. Diamond Backtesting with Walk Forward Manager (BTWFMgr)

3. StratOpt

I am an original Grail User from circa 2006 or so and was wondering if any of the 3rd party solutions are really superior to the Grail which has been folded into TS.

-Transatlantic

Transatlantic 

Hi, I was wondering if anyone has much experience with any of the 3rd Party Walk Forward software an an alternative to the doing Walk Forward analysis in TS/Multicharts/Ninjatrader. Specifically, does anyone have any experience with: 1. Enhanced Walk Forward Optimizer from TradeMaid 2. Diamond Backtesting with Walk Forward Manager (BTWFMgr) 3. StratOpt I am an original Grail User from circa 2006 or so and was wondering if any of the 3rd party solutions are really superior to the Grail which has been folded into TS. -Transatlantic

I have never used #1 nor #2.


I have used Stratopt for years (long before the Grail was purchased by TS). It is a little outdated but I understand and trust the calculations much more than TS built-in walkforward, which I feel has flaws (although TS claims they are "features.")

More recently I have moved new strategies to a tool even better than #3, but alas it is not available to the general public.

Hi Kevin,

Thanks for the reply. Can you please comment on what you feel are the flaws in the TS WFO?

I know one source of mismatches is in the open trades that are still open at the end of an out-of-sample period. Is that what you are talking about?

-Transatlantic

Transatlantic 

Hi Kevin, Thanks for the reply. Can you please comment on what you feel are the flaws in the TS WFO? I know one source of mismatches is in the open trades that are still open at the end of an out-of-sample period. Is that what you are talking about? -Transatlantic

Tradestation does not consider them flaws, to be clear. The issues are discussed in more detail over at the Tradestation forum. I'll try to PM you a link.