RealTest User Guide
RealTest User Guide

 

 

Navigation: RealTest Script Language > Syntax Element Details >

WalkForward

 

 

 

 

Category

Script Sections

Description

Defines lists of system parameter values by date for use in running a walk-forward test that was generated by a walk-forward optimization process

Notes

See Multiple Tests and Optimization and Walk-Forward Tests for details.

If a script includes a WalkForward section (not commented out), running it in single test mode will always use the variable parameter values as listed under WalkForward. To run such a script with constant parameter values, comment out the WalkForward section first.

A hand-written WalkForward section containing only a Dates line with two dates runs an explicit in-sample / out-of-sample split test; see In-Sample / Out-Of-Sample.

See spy_tlt_uis.rts in the Examples folder for an example that uses walk-forward optimization to implement a strategy from an article.

 

 

 

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