Walk Forward Testing

["Volker Knapp" <vk@xxxxxxxxxxxxxxxxxxxx>]

I believe that there is only one way to test and optimize a system in a
proper way.

If one would assume that  data is available from 1990 until now, one would
have to

First Optimize form 1990-1993
Store the result and the equity line (EQ1)

Use the best parameters for 1994
Store the result (EQ_1_A) and at to the previous equity line(EQ1)
which will create the new Equity line (EQ2) created from EQ1 + EQ_1_A

Reoptimize from 1990-1994
Use the best parameters for 1995
Store the result (EQ_2_A) and at to the previous equity line(EQ2)
which will create the new Equity line (EQ3) created from EQ2 + EQ_2_A


Reoptimize from 1990-1995
Use the best parameters for 1996
etc.,.


Hope you could follow me. Is there anyway one would be able to programm
something into TS (4.2)??
Is there any software that is able to do that?

Volker