Reply To: Walk Forward optimization Course

[Simon]

Thank you Petko and Andi for helping me on this.

So, simply:

We want “Walk Forward optimization” to change the strategy that arrives into it and make it better by optimizing it, although it may produce an over-optimized strategy.

and

We want “Walk Forward validation” to try to improve the parameters of the strategy that arrives into it, and if it can’t, then we consider the strategy to be over-optimized. If it does find better parameters, they are NOT applied to the strategy, and the strategy that arrived in “Walk Forward validation” is validated as not over-optimized.

Thanks,

Simon