Walk forward analysis for EAs

Hit To all fellow traders :-)
Is there someone on this forum that applies Walk Forward Analysis to Eas written by him or bought on internet? Further, do you know of some site that publishes ranking of Eas based on WFER (walk forward efficiency rario)?
Here are some doc
http://eareview.net/tick-data#wfa
Further, for trading geeks:
http://www.amazon.com/Evaluation-Opt.../dp/0470128011

I’ve bought 2 programs, Tick data suite and Walk forward data analyzer. I’m not trying to spam about this software. Simply, having bought both software, I’ve tried to walk forward test Eas built by me, built by freelancer programmers and bought on internet. But I’m not able to obtain a decent wfer (>0.5) and so I don’t have usually a robust strategy. Further, do You have some ea that is promising, has customizable parameters (it hasn’t be a black box) and doesn’t require any authentication on web sites. I would like to test it and see if it has a decent wfer.
Here is an example of a robust strategy:
https://docs.google.com/file/d/0B_Qw...it?usp=sharing

Tnx.

Wow, this is something I've been asking about for years. I remember doing plain back testing with birts tick data and it was a nightmare getting it into MT4. Massive thank you for sharing this information. I have some Russian EA's that I was given a few years ago. I feel they could benefit from ongoing walk forward testing and optimisation as the strategies were very good.

Even though you haven't yet found something safe would you be interested in sharing your findings with me? at least that way it would save me going over the same ground. I'd be happy to share any set files I find with a WFER >0.5.

ps. I noticed in the example you tested with open prices only, was this for demonstration purposes as I would always test with 99% tick data. Sure it is but just checking. ;-)

Hi,
I’m very interested in testing with walk forward analyzer Your eas, that’s becouse after 1 week of tests I’going to deplete my ea arsenal… nothing worth to live trade. Regarding Your question about working with WFA on tick data I haven’t yet done so for 2 reasons.
1st the author of the program use it in this way (check the video link below)
http://www.easyexpertforex.com/walk-...etatrader.html
2nd Running WFA with tick data is very time consuming. I have WFT fxflash (with open bar settings and 6 optim cycles) in about 30 min. In order to do this with tick data it requires 18h.
Maybe this time I’ll blow up my Toshiba centrino duo laptop that works as live trade server too :-)
Another doubt I have is about wfer value persistence.
I have a copy of fxcombo3 ea (eurusd and gbpusd version). I had it WFT (all strategies) and I found values of around 0.75 wfer for eurusd reversal and range strategies. (WFA parameters: 6 cycles, 7 testing days, 28 optimization days). Well, after 2 weeks wfer was closer to 0. I don’t know if I can solve this problem by incrementing the number of cycles. However if I will find eas with a robust wfer I could live trade the last file set and hope for the best.
I tested fxflash because it was the 1st in Birt’s ea top, but You need to know that the creator closed his myfxbook account and, overall, the ea is a blackbox, nothing to customize. What we need is an ea with customizable sl, tp, trailing, indicators periods and values.

Looking interesting, I will check out, if its cost effective I might buy.

It seems a good tool to analyse any EA before going live.

What is the difference between this one and back testing ?

With WFA, for example, You choose the last 5 weeks data, optimize the ea according to the first 4 weeks data and test it in the last week as this week was "the future time line". This is the 1st cycle of WFA. You can concatenate as many cycle as You wish... If the ea performs in the last week not too bad compared to the previous 4 weeks You have (perhaps) a robust strategy.

...my dream is to use a mt4 ea which has the possibility to configure every variable of every indi it uses and trade with this ea only, varying the set file from week to week... I think that 90% of new eas are old robust eas reverse engineered, reoptimized and "black box packed"...

...Then no interesting & customizable parameters ea in order to feed my Walk forward analyzer?...
...as for example any scalper based on rsi, cci, ma, atr, with the possibility of fine tuning value and periods of used indis?