walk_forward_analysis
Evaluate trading strategy robustness using rolling window testing to prevent overfitting and validate performance across market conditions.
Instructions
Perform walk-forward analysis to test strategy robustness.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| symbol | Yes | Stock symbol to analyze | |
| strategy | No | Strategy type | sma_cross |
| start_date | No | Start date (YYYY-MM-DD) | |
| end_date | No | End date (YYYY-MM-DD) | |
| window_size | No | Test window size in trading days (default: 1 year) | |
| step_size | No | Step size for rolling window (default: 1 quarter) |
Output Schema
| Name | Required | Description | Default |
|---|---|---|---|
No arguments | |||