walkforward test

Discussion in 'Strategy Development' started by seesound, Jun 1, 2005.

  1. seesound


    Hi guys.

    what RINA products other than PortfolioStream 6 can do walk forward test? PortfolioStream 6 is too expensive.

    Or what other software do you recommend to link with ts2000i to perform walkforward test.

  2. maxpi


    If your system looks good on historical data then link up to IB with dynaorder or whatever and trade a small $ amount for real. The commission caps make it economical to bundle the walkforward test with the roll-it-out-for-real test IMO.

    I'm thinking that shortening the system design time is worth the risk involved and better feedback can be gotten from the market than a simulator.