What Is 'Walk-Forward Optimization'? ⎊ Path

What Is ‘Walk-Forward Optimization’?

Walk-forward optimization is a technique used in backtesting to combat overfitting. It involves repeatedly optimizing the trading strategy's parameters on a segment of historical data (in-sample) and then testing the optimized parameters on the subsequent, unseen data (out-of-sample).

This process simulates live trading more accurately.

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