Walk-Forward Analysis Toolbox for MATLAB®

MATLAB® GUI for advanced algorithmic trading strategy testing.

Video preview of WFAToolbox Demo
Video preview of WFAToolbox Demo
In-Sample Optimization & Out-of-Sample Testing
In-Sample Optimization & Out-of-Sample Testing
Friendly Looking Walk-Forward P&L Graph
Friendly Looking Walk-Forward P&L Graph
Multiple Custom Trading Strategies Portfolio
Multiple Custom Trading Strategies Portfolio
Simple Strategy Coding on MATLAB Language
Simple Strategy Coding on MATLAB Language
Trading Portfolio Advanced Statistics
Trading Portfolio Advanced Statistics
Real World Equity Curve & Drawdowns
Real World Equity Curve & Drawdowns
Trading Strategies Portfolio Profit & DD
Trading Strategies Portfolio Profit & DD
MATLAB Order Execution & Data Providers
MATLAB Order Execution & Data Providers

Walk-Forward Testing

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.

Performance Report

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.

Easy-to-use GUI

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®.


MATLAB Language

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.

Broker Integration

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.

Global Optimization

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.

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