Use walk-forward analysis to take your out-of-sample testing to the next level!
I’ll cover the concept and benefits of walk-forward analysis, and demonstrate its application to a trend following strategy.
Your test settings can make or break your walk-forward optimization results.
StrategyQuant’s walk-forward matrix can help you select optimal settings.
Monte Carlo Simulations
Want to use Monte Carlo simulations to evaluate your trading strategy’s robustness and estimate worst-case drawdowns?
Here’s what you need to know!
Monte Carlo Out-of-sample Testing
Did you know you can use StrategyQuant’s Monte Carlo simulator to randomize historical prices and strategy parameters, helping you select robust strategies for live trading?
Your strategy’s optimization profile reveals its parameter stability, a key consideration before going live.
Here’s how you can use StrategyQuant to calculate & analyze your optimization profile!
Multiple Timeframe Backtesting
Multiple timeframe backtesting can be a great addition to your robustness testing workflow.
Here I explain its benefits, and how to do it using MT4 and StrategyQuant.
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