Enhanced Walk Forward Optimizer Professional for Tradestation & Multicharts
Download 21 day trial here. New release December 14 2024
Tradestation WFO has been a great tool, but has not been updated for years, and I felt needed lots of improvements. Multicharts WFO is extremely basic, and not very use full.
EWFO gives the following features.
Much more speed. EWFO Pro is now 4 times faster than Tradestation WFO, and 3 times faster then EWFO.
Batch and command line processing.
Files can be greater than 3gb. Limited only by ram size.
The ability to run unlimited copies on your PC. You are limited only by your ram, and CPU to a degree.
Many other fitness types. For example profit factor, sharp ratio, net profit / average 5 worst draw-downs, distance between new highs, volatility based weighting of fitness, plus much more.
More effective weighting of multiple types of fitness.
Out of sample graphs, on same graph as in sample.
You can see the effect of different slippage and commission, without having to re optimize again in TS or MC.
You can change the fitness, slippage and commission - without having to re-optimize.
Ability to stress test using Nth best parameter set.
Plus much more
Batch processing of walk forwards, command line options, ability to optimize long only, short only, and then combine long and short version's of a system.
Cluster analysis.
Walk forwards done backwards.
Automatic best fitness selection option.
Nth best parameter curves all now show at once.
Intra day draw-down and close trade trade draw-down.
Documentation is here. To purchase click below.
Price $US500. Additional licenses $160 each.