walk_forward_backtest_strategy
Detect strategy overfitting by walk-forward backtesting on unseen data. Validate trading strategies across multiple folds with train-test splits.
Instructions
Walk-forward backtest to detect overfitting — validates strategy on unseen data.
Args: symbol: Yahoo Finance symbol (AAPL, BTC-USD, SPY…) strategy: rsi | bollinger | macd | ema_cross | supertrend | donchian period: '1mo', '3mo', '6mo', '1y', '2y' (recommend '2y') initial_capital: Starting capital per fold in USD (default $10,000) commission_pct: Per-trade commission % (default 0.1%) slippage_pct: Per-trade slippage % (default 0.05%) n_splits: Number of walk-forward folds (default 3, max 10) train_ratio: Fraction of each fold used for training (default 0.7) interval: '1d' (daily) or '1h' (hourly)
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| symbol | Yes | ||
| strategy | Yes | ||
| period | No | 2y | |
| initial_capital | No | ||
| commission_pct | No | ||
| slippage_pct | No | ||
| n_splits | No | ||
| train_ratio | No | ||
| interval | No | 1d |