Walk Forward Analysis Demonstration
Curtis Miller last edited by
Huzzah! FINALLY I can do a walk-forward analysis, thanks to backtrader. I wrote a blog post demonstrating how to do this (along with a motivation, or why we may want this type of analysis and what it's for) here: https://ntguardian.wordpress.com/2017/06/19/walk-forward-analysis-demonstration-backtrader/
The post should be enough for now, but if I could make a feature request, I think @backtrader could probably write a built-in method for walk-forward analysis that does basically what I did, but better (faster, or with better syntax maybe). If not, though, that's fine; the loop I wrote is good enough for me.
Impressive post. To be analyzed
CptanPanic last edited by
@Curtis-Miller nice job, any new work on this?