kojinakata
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Hi everyone,
Is backtest necessary before WFA, or is it just a waste of time? Considering the fact that WFA will test the strategy's robustness and estimate its real time performance better, do you guys do backtests before WFA, or just put a strategy to test with WFA?
WFA:
Done only with historical data. Not with live data.
Backtest:
Using all or part of historical data without any out-of-sample testing.
Thanks.
Is backtest necessary before WFA, or is it just a waste of time? Considering the fact that WFA will test the strategy's robustness and estimate its real time performance better, do you guys do backtests before WFA, or just put a strategy to test with WFA?
WFA:
![walkfwd2.gif](/proxy.php?image=https%3A%2F%2Fwww.amibroker.com%2Fguide%2Fgifs%2Fwalkfwd2.gif&hash=4510352232a0477d64af123dbf076a38)
Done only with historical data. Not with live data.
Backtest:
Using all or part of historical data without any out-of-sample testing.
Thanks.
Last edited: