jeudi 27 juillet 2017

is walk forward testing always required?

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


is walk forward testing always required?

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