236: In 10 Years, Will Your “Mechanical Trading Strategy” Still Work? Pro Trader, Kevin Davey, Explains
Trading Nut | Trader Interviews - Forex, Futures, Stocks (Robots & More)
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The Importance of Preliminary Testing
Walk forward testing is an ongoing optimization and parameter change. It allows you to get the most out of sample data possible from your testing. Most trading software includes walk forward capabilities now, but it encourages you to do really dumb things with it. If you do it wrong, you're going to get bogus results.
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