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Has anyone done walk forward testing in TradeStation? What I am thinking of
is using 10 years of data. I would use the first 5 years of data to do my
first optomization, the first 6 years of data to do my second optomization,
etc. I would then see what sort of results I achieved by using the results
of optomization 1 in year 6, optomization 2 in year 7, etc. Problem is this
involves doing more than one optomization on the same data series which I am
not sure how to do in TradeStation. Can anyone offer any suggestions?
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