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.