Forward Testing

Forward testing is the repeated run of the best optimization results on a different time period. Such a possibility allows to eliminate the fitting of parameters on certain history data.

To start the forward testing, select what part of the total period will be used for it. It can be chosen in field "Forward" of the "Settings" tab:

• No — forward testing will not be used;
• 1/2 — half of the period will be used for the forward testing;
• 1/3 — one third of the total period will be used for the forward testing;
• 1/4 — one fourth of the total period will be used for the forward testing;
• Custom — when selecting this field, specify the starting date of the forward testing to the right of this field.

The Process of Forward Testing

When the forward testing is enabled, a selected part is separated from the period set in the "Date" field. The first part is the period of back testing, while the second one is the period of forward testing.

The full optimization (slow or fast) of the Expert Advisor is conducted on the back testing period. After that 10% (in the full search) or 25% (in the genetic algorithm) of best runs are selected, and they are then tested on the forward period.

Results of back and forward testing can be compared on the "Optimization results" tab - select the "Forward testing results" in the context menu. After that results of each run on both periods will be shown. The better the results coincide, the more likely it is that the Expert Advisor will show good results in real trading.