Walk Forward Optimization in Python with Backtesting.py
We use backtesting.py to do walk-forward Analysis / Optimization in Python. This allows us to test our trading strategies more rigorously to ensure that we're not over-fitting.
⭐ Code:
https://github.com/ChadThackray/WFO-b...
⏰ Timestamps:
00:00 - Introduction
03:47 - Data Sourcing / importing
05:50 - Writing our Momentum strategy
20:10 - Walk forward Function
36:00 - Plotting our out of sample backtests
44:55 - Plotting combined equity curve
56:57 - Plotting sample and validation data ranges
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