Automate forward testing of backtest optimization results and shortlist most profitable ones.

Dear Spotware

One very valuable tool for algo traders would be to automate the process of validating the backtest optimization results.

When I do optimization I select a sample period let say from 2011 to 2013 and I run the optimization process which works well and produce superb results where I can view the graphs and statistics. This is all great, but I then need to validate the results by running forward tests.

What normally happens is that a great looking backtest produces unprofitable results out of sample due to possible curve fitting and other issues that could come by optimizing with minute data. Ideally my out of sample will be tick data to mimic the real world as close as possible. This now becomes a tedious process as I then need to apply and execute each of the optimization results out of sample as a forward test to filter the golden nuggets from the rest.

Please, please could we include this as the next feature with optimization so that I can select an out of sample period and instruct cAlgo to run through all / selected number of the profitable backtest results and then select the actual profitable ones that were achieved out of sample?

THIS WILL BE GOLD AND SET YOU APART FROM THE REST OF THE RETAIL PLATFORMS LIKE METATRADER!