the title is my question.
if the system uses pure, raw data and has fixed rules is there any value in walk forward testing? notice here that i am NOT saying backtesting, just walk forward testing.
the system could be like 'if the current day's high is lower than the previous day's high, buy the next morning long, sell 3 days later at the close'. there is no variable or parameter here. it seems like the walk forward test would give the same answer but with a lot more work. it seems like the backtest could be run over the entire time period all at once.
am i missing something here?
thanks,
david
if the system uses pure, raw data and has fixed rules is there any value in walk forward testing? notice here that i am NOT saying backtesting, just walk forward testing.
the system could be like 'if the current day's high is lower than the previous day's high, buy the next morning long, sell 3 days later at the close'. there is no variable or parameter here. it seems like the walk forward test would give the same answer but with a lot more work. it seems like the backtest could be run over the entire time period all at once.
am i missing something here?
thanks,
david
is walk forward testing always required?
Aucun commentaire:
Enregistrer un commentaire