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Walk Forward testing in TradeStation?


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  #1 (permalink)
MasterYan
San Francisco, CA
 
Posts: 30 since Jul 2016
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I am currently doing walk forward optimization manually.
I'm doing 3 optimizations at 3 different time intervals with out of sample data.
Then I write down Out of Sample Data results to a spreadsheet.

It usually takes 40 minutes to do this type of test.

Is there a way to optimize it?
I tried TradeStation Walk Forward Optimzer but it doesn't do what I need.


Has anyone tried the Strategy Quant program or other programs for TradeStation tests?


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  #2 (permalink)
thelucky1007
Los Angeles, CA
 
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There is a platform called Stratopt that lets you WFO on your own schedule. That might work for you.


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  #3 (permalink)
 
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 ShadowFox 
CO/USA
 
Experience: Intermediate
Platform: TradeStation, Multicharts
Trading: Stocks, Futures
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Multicharts walk forward and matrix optimization sounds like what you need. You can get a free trial from them and test it out. Most of your strategies will port over and you can use your Tradestation data linked directly into it so you are testing on the same data. You do need the advanced strategy pack. It runs on all cores as well (or adjustable if you don't want it to use all cores) so backtests are significantly faster. It was well worth the purchase for me.


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