This guide demonstrates how to quickly begin a walk-forward analysis. It assumes some knowledge of the walk-forward analysis process and how to use the Metatrader Strategy Tester Optimizer.
Below is a screen-shot showing the core settings:
To perform a basic walk-forward analysis, do the following:
1.Select the MT4 terminal you wish to test with.
2.Select your Expert adviser strategy from the drop-down list.
3.Select the Preset file which is the optimization .set file which contains the range of options available for your test.
4.Select the Symbol you wish to test with and the Period/Time-frame.
5.Select the testing model*.
6.Select the Normal mode test tab. Select an In-sample period and out-of-sample period. In the displayed example, this values are 10 days and 2 days, respectively. This means that you will be testing from 'Testing end date minus 12 days' to the Testing End Date. Make sure your Metatrader terminal has sufficient test data for this symbol for the given dates. The required historical data range is displayed in the Status box.
7) Press the Start button to begin the analysis. The system will automatically start Metatrader in the background and perform the configured test. You will see the Status box report current progress.
Once the analysis is complete, you will be presented with a Walk Forward Analysis report. The report will give you a summary of your EA results for the configured period (in our example, the past 12 days).
* If you are using the 'Tick' model and you wish to test with 99% modelling accuracy, please make sure to export your test data range using Tickstory first. This will allow you to test with tick data and real spread information.