File Exchange

## Walk-Forward Analysis (Algorithmic Trading) Toolbox

version 2.0.26 (14.7 MB) by WFAToolbox Team

### WFAToolbox Team (view profile)

MATLAB App for walk-forward analysis using easy-to-use GUI to create algorithmic trading strategies https://wfatoolbox.com

Updated 17 Jun 2019

WFAToolbox is MATLAB App for Walk-Forward Analysis using easy-to-use graphical user interface (GUI) to create advanced algorithmic trading strategies with MATLAB Toolboxes and custom functions.

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.

MATLAB TOOLBOXES
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 an advanced strategy.

HISTORICAL DATA SOURCES
You can load intraday and daily historical data for almost every type of assets: stocks, futures, bonds, forex, crypto etc. Datafeeds available: Alpha Vantage, CoinAPI, IQFeed, OANDA, MetaTrader 4, Interactive Brokers etc.

### Cite As

WFAToolbox Team (2019). Walk-Forward Analysis (Algorithmic Trading) Toolbox (https://www.mathworks.com/matlabcentral/fileexchange/68453-walk-forward-analysis-algorithmic-trading-toolbox), MATLAB Central File Exchange. Retrieved .

WFAToolbox Team

### WFAToolbox Team (view profile)

X is just a necessary variable to get optimizing parameters.

m e

Mihai Cristea

### Mihai Cristea (view profile)

1. Function must contain input variables (price,x) and output variables [params,sig]

Can you explain what is the X variable?

Goryn

### Goryn (view profile)

 17 Jun 2019 2.0.26 Minor GUI bugs fixed 11 Jun 2019 2.0.24 Minor bugs fixed 10 Jun 2019 2.0.22 Added integration with CoinAPI (https://www.coinapi.io) - cryptocurrency historical data API. 8 Jun 2019 2.0.20 Fixed bug with "giant" tabs on Windows. 6 Jun 2019 2.0.19 Fixed compatibility with MATLAB R2019a 24 Apr 2019 2.0.18 Fixed minor bugs. 22 Feb 2019 2.0.16 Fixed several issues with errors when running strategies and execution module. 21 Feb 2019 2.0.15 Description changed. 21 Feb 2019 2.0.14 Fixed Support Vector Machine (SVM) sample strategy issue with two assets notification. 4 Oct 2018 2.0.12 Fixed: issue with wfa2_ResizeFigure function in parallel mode 3 Oct 2018 2.0.11 Fixed GUI issues with tabs and hierarchical tree. 8 Sep 2018 2.0.7 Fixed: bug with "strat_path" message 20 Aug 2018 2.0.6 Feature: an optimization of equities for multiple strategies. 19 Aug 2018 2.0.5 Feature added: a sum of equities of multiple strategies. 17 Aug 2018 2.0.4 Added a video demonstration of the new connection: - Yahoo! Finance: https://wfatoolbox.com/connection/yahoo-finance/ 16 Aug 2018 2.0.3 Added connection video demonstrations: - MetaTrader 4: https://wfatoolbox.com/connection/metatrader4/ - Interactive Brokers: https://wfatoolbox.com/connection/interactive-brokers/ 12 Aug 2018 2.0.2 Fixed: lag on plot text objects Feature: a video demonstration of the connection of WFAToolbox and MetaTrader 4 added 10 Aug 2018 2.0.1 Fixed bug: "Reference to non-existent field 'source'."
##### MATLAB Release Compatibility
Created with R2018a
Compatible with R2015b to any release
##### Platform Compatibility
Windows macOS Linux