Walk-Forward Optimization – A technique to combat overfitting by repeatedly optimizing and testing in moving windows. One performs optimization on an initial (in-sample) window, then tests the found parameters on the next period. Then the window rolls forward and the cycle repeats. The MQL5 article explains that MT5 does not have a one-click WFO, so traders script it by automating runs. The key terms here are “optimization window” (in-sample) and “test step” (out-of-sample). CTrader users can implement WFO similarly by running multiple optimizations on shifted date ranges and comparing results.

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