Enhanced Walkforward Optimizer

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It is an improved tool to do the Walkforward test in TradeStation and Multicharts, to avoid over-optimization of trading systems.

Tradestation WFO has been a great tool, but it hasn’t been updated for years, and it needed a lot of improvements. Multicharts WFO is extremely basic and not very useful. With the support of Quantified Models you will be able to learn to use the Enhanced WalkForward Optimizer which offers you the following features:

  • Much more speed.
  • EWFO Pro is now 4 times faster than Tradestation WFO and 3 times faster than EWFO.
  • Batch processing and command line.
  • Files can be larger than 3GB.
  • The ability to run unlimited copies on your PC.
  • You are limited only by your RAM and CPU to a certain extent.
  • Many other types of fitness. For example, profit factor, sharp ratio, net profit/average of 5 worst drawdowns, distance between new highs, volatility-based fitness weighting, and much more.
  • More effective weighting of multiple fitness types.
  • In and out of sample graphs.
  • You can see the effect of different slippages and commissions, without having to re-optimize again on TS or MC.
  • You can change aptitude, slippage, and rake, without having to re-optimize.
  • Ability to perform stress tests using the best set of Nth parameters.

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