Using only backtesting (in-sample) and forward testing (out-of-sample) is not enough to develop stable, profitable algorithmic trading strategy. Only walk-forward testing with deep analysis of the results allows you to get real-world financial market solutions.
WFAToolbox allows you to visualize every step of walk-forward testing, as well as the results. More than 11 pages of performance reports and numerous metrics allow you to analyze equity dynamics, drawdowns and returns of your portfolio of trading strategies.
The user-friendly interface allows you to do all the steps of trading strategy testing by just clicking a button. One click and you have strategy testing results, a second click and you have a comprehensive performance report. This makes it accessible even if you are just starting out using MATLAB®.
It is very easy to create your own strategy rules even if you are just beginning to learn how to use MATLAB. Using MATLAB language gives you access to all of the sophisticated models you might need for developing advanced strategy, such as econometrics, statistics, neural nets and digital filters.
MATLAB allows you to easily get quotes from, and send orders to, a large range of brokers and platforms, such as: Bloomberg®, CQG®, Interactive Brokers®, X_TRADER® and FIX. You can also deploy standalone desktop or web app, or compile code to C, C++, .NET and COM, Java or Excel.
Use evolutionary algorithms for fast and accurate optimization of multiple strategies in your portfolio simultaneously. WFAToolbox allows you to try all the combinations of strategies in your portfolio without worrying about your hardware performance.