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Walk-Forward Analysis (Algorithmic Trading) Toolbox

version 2.0.26 (14.7 MB) by WFAToolbox Team
MATLAB App for walk-forward analysis using easy-to-use GUI to create algorithmic trading strategies https://wfatoolbox.com

52 Downloads

Updated 17 Jun 2019

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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 .

Comments and Ratings (5)

X is just a necessary variable to get optimizing parameters.

m e

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

Can you explain what is the X variable?

Goryn

Updates

2.0.26

Minor GUI bugs fixed

2.0.24

Minor bugs fixed

2.0.22

Added integration with CoinAPI (https://www.coinapi.io) - cryptocurrency historical data API.

2.0.20

Fixed bug with "giant" tabs on Windows.

2.0.19

Fixed compatibility with MATLAB R2019a

2.0.18

Fixed minor bugs.

2.0.16

Fixed several issues with errors when running strategies and execution module.

2.0.15

Description changed.

2.0.14

Fixed Support Vector Machine (SVM) sample strategy issue with two assets notification.

2.0.12

Fixed: issue with wfa2_ResizeFigure function in parallel mode

2.0.11

Fixed GUI issues with tabs and hierarchical tree.

2.0.7

Fixed: bug with "strat_path" message

2.0.6

Feature: an optimization of equities for multiple strategies.

2.0.5

Feature added: a sum of equities of multiple strategies.

2.0.4

Added a video demonstration of the new connection:
- Yahoo! Finance: https://wfatoolbox.com/connection/yahoo-finance/

2.0.3

Added connection video demonstrations:
- MetaTrader 4: https://wfatoolbox.com/connection/metatrader4/
- Interactive Brokers: https://wfatoolbox.com/connection/interactive-brokers/

2.0.2

Fixed: lag on plot text objects
Feature: a video demonstration of the connection of WFAToolbox and MetaTrader 4 added

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