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WFAToolbox is a MATLAB App for walk-forward analysis (backtesting) of custom algorithmic trading strategies

Walk-Forward Analysis

Using only backtesting (in-sample) and out-of-sample testing is not enough to develop robust algorithmic trading strategy. Only walk-forward testing allows you to get real-world solutions.

Easy-To-Use GUI

The user-friendly interface allows you to do all the steps of trading strategy testing at the click of a button. This makes it accessible even for those who are somewhat familiar with MATLAB.

Historical Data Sources

You can load intraday and daily historical data for almost every type of assets: stocks, futures, forex, crypto etc. from Alpha Vantage, CoinAPI, IQFeed*, OANDA, MetaTrader 4, Interactive Brokers*.

MATLAB Language

Using MATLAB language and Toolboxes** (Machine Learning, Econometrics, Neural Network etc.) gives you access to all of the sophisticated models you might need for developing advanced strategy.

Version: 2.0.26 | Size: 17.2 MB | Format: .zip | OS: Windows, Mac | Requires: MATLAB R2015b-R2019b

* To connect to IQFeed and Interactive Brokers you need to have IQML and IB-Matlab respectively

** WFAToolbox does not require additional toolboxes to run, except Parallel Computing Toolbox for parallel mode of optimization (optional) and others for some sample strategies

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