And then, remember that WFA relies on a trial&error principle, so you will most likely have to do this a few times.


You see? Evaluating the real picture would take very, very long, and therefore most WFA implementations are forced to only evaluate an very much cropped fraction of the actual parameterspace because it is not possible to evaluate the whole parameterspace (or a meaningfull sample of it) in a reasonably small timespan, because optimisation has to be done in every single WF-Window.

This means, WFA most likely does not evaluate 500.000 parameter combinations per window but only 10.000 or 50.000 or something like that. So eventually we already lose like 90 of all data in this step.


This is a problem that could be solved if the trader has lots of time for his/her analysis (which is not likely, especially based on the trial&error method), or with a more efficient design of these algorithms. Nevertheless, in praxis, this problem is ever-present.

For comparison: DATFRA, which is my private research project, only has to do one single simulation per parameter-combination, no matter how many WF-Windows it analyses. In the above example, that would already decrease the computing time by the factor 240.