TradeStation Walk-Forward Optimizer

Walk-Forward Method

The following walk-forward methods are available:
 

Walk-forward using TradeStation’s Exhaustive optimization method. Recommended for strategies with up to 4 parameters.
 

Use the TradeStation Genetic optimization method to genetically optimize and sample permutations for further walk-forward testing by WFO. This is the most time efficient method. Recommended for strategies with 5 or more parameters.

If you choose this method, you will first use the TradeStation Genetic optimization method to prepare your strategy for use with WFO.

  With both methods, you will first use the TradeStation built-in optimization (either Exhaustive or Genetic) to prepare trade list files to be used by the WFO.