run_walk_forward
Run walk-forward optimization to test a strategy's out-of-sample robustness. Compare in-sample and out-of-sample metrics to validate performance.
Instructions
Run walk-forward optimization for symbol (out-of-sample robustness check).
windows defaults to 5, metric to sharpe_ratio. Run it after run_optimize to compare
in-sample vs out-of-sample behaviour (the optimize_and_verify workflow).
Long-running: up to a 600-second timeout; reports progress to capable clients.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| metric | No | ||
| symbol | Yes | ||
| windows | No | ||
| strategy_id | Yes |
Output Schema
| Name | Required | Description | Default |
|---|---|---|---|
| ok | Yes | ||
| data | Yes | ||
| error | Yes |