Is backtesting necessary before Walk Forward Analysis?

kojinakata

Newbie
9 0
Hi everyone,

Is backtest necessary before WFA, or is it just a waste of time? Considering the fact that WFA will test the strategy's robustness and estimate its real time performance better, do you guys do backtests before WFA, or just put a strategy to test with WFA?

WFA:

Done only with historical data. Not with live data.

Backtest:
Using all or part of historical data without any out-of-sample testing.

Thanks.
 
Last edited:

Solas0077

Active member
236 14
I do not use it because it hasn't helped me at all but if you want to use it Amibroker does a good job among other platforms. I work with Price Action Lab and patterns with no parameters to optimize in WFA and this is possibly the reason I do not need it.
 
M

member275544

0 0
Hi everyone,

Is backtest necessary before WFA, or is it just a waste of time? Considering the fact that WFA will test the strategy's robustness and estimate its real time performance better, do you guys do backtests before WFA, or just put a strategy to test with WFA?

WFA:

Done only with historical data. Not with live data.

Backtest:
Using all or part of historical data without any out-of-sample testing.

Thanks.

both back and forward. backtesting for the concept, forward for the truth
 
 
AdBlock Detected

We get it, advertisements are annoying!

But it's thanks to our sponsors that access to Trade2Win remains free for all. By viewing our ads you help us pay our bills, so please support the site and disable your AdBlocker.

I've Disabled AdBlock