Reading here on the forums I have come across strong advocates for walk forward testing verses straight back testing exclusively. The way I "optimized" my strategy was trial and error. Adjust 1 thing and back test it against the same data series and see if the profit was more or less and after a while I came up with the "optimal" settings for the time frame Jan 1st to present. Should I be adjusting my strategy parameters to yield the most profit from a walk forward test instead of a back test? Also what settings if any should I change from default for a walk forward test. Anyone experienced or anyone else that can add anything is greatly appreciated.
I have started the strategy on a live account. I do not have sufficient data with a live account as of yet, but only time will tell. To me my results seem rock solid both in a back test and walk forward and general market directly does not matter because it is a intraday system. If I need to "come down from a fantasy" please someone chime in.
If it makes any difference no matter what paramater I change in my system it does not ever yield more than 7,213 for a walk forward, small tweaks only make it yield less. Is this strategy already "maxed out" so to speak?
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