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> What software do you use to do your walk forward (out of sample) testing?
> TradeStation doesn't, of course, natively handle this type of testing.
Sure it does. Example: load 1999-only data in a chart and do an
optimization run. Then load 2000-only data and see how your optimized
parameters do. If you don't want to reload the data all the time, you
can add code to your system to restrict it to only trade between some
start date and some end date. Then load all the data you have and test
away.
--
Dennis
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