09/21/2024
Walk-forward optimization (WFO) is generally considered the gold standard for optimizing existing trading strategies. But what should you do when using a strategy generating tool, such as Adaptrade Builder, where WFO is often too time-consuming or otherwise impractical? I recently wrote an article on that subject, which is available on my website. http://www.adaptrade.com/Newsletter/NL-RobustOpt.htm