How to use Enhanced Walk-Forward Optimizer


EWFO uses the previously created optimization files (either from Tradestation or Multichart) and performs a walk-forward test with its default configuration:


A number of fitness combinations were tried, and I found NP/-DD X r - 0.5) worked very well.


Its good to experiment with fitness types. See fitness selection for more powerful options.



The period where In-sample is the same as out of sample has the same parameters too.


see below. This means the system has found some parameters that consistently match the market conditions.




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