Forward Optimization (Walk-Forward Analysis)

Forward Optimization - An iterative form of forward testing. In walk-forward optimization, the user repeatedly shifts the optimization window forward: optimize on a fixed in-sample window, then test on the subsequent out-of-sample window, then roll the window forward and repeat. This gives multiple validation checks on different periods. MT5 doesn’t natively support full walk-forward analysis, but custom scripts/libraries can automate it as described in MQL5 articles. cTrader similarly requires manual or scripted analysis for a true walk-forward process.