Hey Kevin, I've been wondering what you're thoughts would be in this scenario if you have a mintue. Currently im trading forex and a touch of crypto on meta trader 5. the walk forward optimization setup on that program is pretty limited. currently im running most of my strategies on the m5, doing a 2 year test (1 year back test, 1 year forward test). Do you see any real big flaws in going about it that way? i realize it still leaves a lot of unanswered questions... thanks for you're time!
@AlgoTradingWithKevinDavey4 ай бұрын
I have never used MT5, nor its walkforward tool. So it is hard for me to comment on it. I will say that most people, regardless of walkforward tool, make some pretty serious mistakes with it. Example: using cluster analysis in walkforward. There are a lot more walkforward pitfalls, unfortunately.
@cheddarbob87414 ай бұрын
@@AlgoTradingWithKevinDavey that’s fair, thanks for taking the time!