[Free & Open Source] Darwin's Walk Forward Analyzer v0.1

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ATTENTION: THIS THREAD IS OUTDATED
Please go to http://datfra-expert-advisor.com/ in order to find the final result of all the research!


































What is this?
A tool that effectively replaces the Metatrader4 Backtester, which means it can be used to analyse and optimise the performance of your Expert Advisors - with over 100x the accuracy of a backtest.


Why do I need it? How does it work?
To make it short: Because you want reliable numbers on the future performance of your Expert Advisors, which a backtest can not give you.

To get more informations, please read my 2 articles about this tool:
Why Backtests are non-reliable and therefore useless
Walk Forward Analysis – why its the next logical step after backtesting

Is it hard to use?
Not harder than a backtest!
Here you can find the tutorial, which should give you a small insight in the WFA process: http://darwins-fx-tools.com/README_HOWTO.html
Also, here is an example analysis-report: http://darwins-fx-tools.com/btana_example.html . You don't need to understand every aspect of it tough.
(Note: The report was made with the default "Moving Average"-Expert Advisor that every MT4 ships with, so don't expect any good results.)


Features:
* Not sure about that, but this should be the currently best method to analyse Expert Advisors available
* It replaces Metatrader-4 backtests...
* ... and is 100x more 'accurate' than classic backtesting
* It is as easy to do as backtesting
* It is fully automated, the algorithms will do all the work
* It can judge the future performance of Expert Advisors, not just the past performance
* It gives every Expert Advisor the ability to adapt itself to the ever-changing markets
* You can start your first Walk-Forward-Analysis within 5 minutes from reading this thread
* As long as you are kind and there are not too many support-queries, I will try and help you with problems (I do this for free, so don't demand anything, I dare you )
* It is free & open source

Screenshots:
http://s14.directupload.net/images/131130/faxkubf4.png
http://s7.directupload.net/images/131130/nuifc99e.png
http://s1.directupload.net/images/131130/hmxt7avq.png

Download:
http://darwins-fx-tools.com/Darwins_...d_Analyzer.rar

Current state & future updates:
This is not under development, but should work as it is. If not, contact me on Skype (darwin-fx)!


Btw: you can share this tool in every way you want, there is no licence or other stuff tied to it. Do whatever you want with it!





-Darwin

Hi Darwin,
How tightly coupled with MT4 is your software? Could it be ran with something else through an API?
I'm writing my own stuff and I'd like to know if I could use your soft. It is written in C++ so I've little hope in incorporating it in my java code.

I'm interested in optimizing the hyper-parameters like the size of the bricks of a renko chart.

Please fix the links to the "2 articles"; right now they point to exactly nowhere..

I was able to find his two articles. Here are the links:

http://www.forexfactory.com/showthread.php?t=457285

http://www.forexfactory.com/showthread.php?t=459242

Darwin,

Thank you for the interesting tool! After reading both of your other threads, I can definitively say you have done a great job of not only identifying a problem but also providing a realistic solution to a problem. I'm not much of an EA trader, but your tool will be put to good use in the coming months.

Best of luck to you in your job hunting! Your efforts ought to pay off

Sorry for the late answer, I did not follow this thread :\

@PipMeUp: Well, you could use the source for whatever you want. But if you strip the MT4 part away, there is only a GUI and some comparison functions left
The thing is, that was just some prototype, and all it does is calling the MT4 optimiser & backtester.. At least more or less!

What you might be looking for is the source code that is used within DATFRA's analysis modules, but thats not open source, sorry.
Tough I plan for an API, but that wont be ready in the next months I guess!

@ElectroGypsy: Thanks a lot for the nice words Hope you are happy with the tool. Btw, here is the 3rd article of me: http://www.forexfactory.com/showthre...=472656&page=2