Walk-forward analysis

Walk-forward analysis

Walk-forward analysis is used for detailed evaluation of stock pair behavior within selected time period.

Using this tab, one can select arbitrarily long time steps. The steps can follow each other, overlap or skip.

Settings of walk-forward analysis

Walk-forward analysis will divide tested period into individual sections and in each of them will display results of a pair. Sections of walk-forward analysis can (but does not need to) overlap.

• Beginning of tested period - initial date, from which the testing periods will be derived.
• Length of period - length of one testing period
• Step of period - time lag of individual testing periods beginnings

Columns that will be displayed in the results table can be set by double click to the table heading.

Diagram of settings of length and step of a period

Hint

Pairs that express high stability in the walk-forward analysis are more suitable for trading.