Hi everyone,
Is backtest necessary before WFA, or is it just a waste of time? Considering the fact that WFA will test the strategy's robustness and estimate its real time performance better, do you guys do backtests before WFA, or just put a strategy to test with WFA?
WFA:
http://forums.babypips.com/attachmen...7&d=1427385810
Done only with historical data. Not with live data.
Backtest:
Using all or part of historical data without any out-of-sample testing.
Thanks.
Is backtest necessary before WFA, or is it just a waste of time? Considering the fact that WFA will test the strategy's robustness and estimate its real time performance better, do you guys do backtests before WFA, or just put a strategy to test with WFA?
WFA:
http://forums.babypips.com/attachmen...7&d=1427385810
Done only with historical data. Not with live data.
Backtest:
Using all or part of historical data without any out-of-sample testing.
Thanks.