The Walk Forward Performance Explorer (WFPE)

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Note: The following information has not been updated by the vendor since 02/02/13.

Address:	1622 N LA SALLE DR
	CHICAGO, IL 60614
Phone # for sales:	312 280 1687
Website:	www.meyersanalytics.com
Click link to request additional product information.
E-mail address:	info@meyersanalytics.com

CATEGORY: SOFTWARE

General Information TOP

Product name: The Walk Forward Performance Explorer (WFPE)

Initial Price: $495

Brief product description:

The Walk Forward/Out-Of-Sample Performance Explorer (WFPE) reads all files generated by the PWFO and searches the in-sample performance metrics in those files for those performance metrics that generate the statistically best average out-of-sample returns. The WFPE eliminates all cases in the PWFO test files that do not meet certain Profit Factor (PF), Losers in a row (LR),and PWFO Performance metrics criteria . The PF, LR and METRIC criteria/search ranges are user selectable. The WFPE is a stand alone exe program that is super fast and automatically displays it's extensive statistical results in Excel. In addition, using modern "Bootstrap" techniques, the WFPE calculates the probability of whether or not each filter's out-of-sample results were due to chance.

System Requirements TOP

Operating system(s):

Windows XP
Windows 7
Windows 8

Minimum RAM required: 2 GB

Minimum hard drive space: 1 gb

Minimum modem speed: N/A

Mouse required?: Yes

CD-ROM used?: No

CD-ROM required?: No

Demo disk available?: No

Market Information TOP

Markets followed:

Stocks
Futures
Cash markets
Mutual funds
Indices
Options

Data TOP

Data type(s) utilized:

Intraday data
End-of-day data
Historical Data

Sources for data:

Provided by an outside data source

Downloader: N/A

Data manager: N/A

Data Formats TOP

Formats read directly:

ASCII

Additional formats read directly:

Excel CSV files generated by the Power Walk Forward Optimizer

Formats read after conversion to program useable data: N/A

Additional formats read via conversion to program useable data:

N/A

Charts TOP

Chart type(s) utilized: N/A

Charting features: N/A

Built-in indicators: N/A

Screening and Alerts TOP

Ranking based on:

Technical systems

Screening based on: N/A

Alerts based on: N/A

Alerts displayed on charts?: Yes

Alerts displayed in table?: Yes

Screening by individual system per market?: Yes

Save tables?: Yes

Automated printing of tables?: Yes

Trading Systems TOP

Trading system features:

Stock system testing
Futures system testing
System development and testing
Optimization
System performance reports
Plot equity line

Options Analysis TOP

Options analysis features: N/A

Support TOP

Support features:

Automated installation
Manual
Phone support
Tutorial

Manual page length (if applicable): 40

Additional Information TOP

Additional comments (please indicate additional indicators, special features and services here):

ThThe Walk Forward/Out-Of-Sample Performance Explorer (WFPE) reads all files generated by the PWFO and searches the in-sample performance metrics in those files for those performance metrics that generate the statistically best average out-of-sample returns. The WFPE eliminates all cases in the PWFO test files that do not meet certain Profit Factor (PF), Losers in a row (LR),and PWFO Performance metrics criteria . The PF, LR and METRIC criteria/search ranges are user selectable. The WFPE is a stand alone exe program that is super fast and automatically displays it's extensive statistical results in Excel. In addition, using modern "Bootstrap" techniques, the WFPE calculates the probability of whether or not each filter's out-of-sample results were due to chance