Enhanced Walk Forward Optimizer for Tradestation & MultiCharts
Enhanced Walk Forward Optimizer Professional is a much more powerful and faster version of Tradestation's & MultiCharts Walk Forward Optimizer. It is only needed if you want to optimize non GSB systems, or GSB systems that have been modified.
This is a separate product to GSB.
Whats new in EWFO Pro. New March 13 2020
EWFO Pro is about 4 times faster than Tradestation WFO
Batch processing of unlimited walk-forward files.
Command line options.
Tradestation WFO has been a great tool, but has not been updated for years, and I felt it needed lots of improvements.
EWFO gives the following features.
Much more speed
Files greater than 3gb. Limited only by ram size.
Many other fitness types. For example profit factor, sharp ratio, net profit / average 5 worst draw-downs, distance between new highs, volatility based weighting of fitness, plus much more.
More effective weighting of multiple types of fitness.
Out of sample graphs, on same graph as in sample.
You can see the effect of different slippage and commission, without having to re optimize again in TS or MC.
You can change the fitness without having to re-optimize.
Ability to stress test using Nth best parameter set.
Plus much more
You will have to by pass windows defender error. (more info tab)