Forward test
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A forward test takes the finished strategy and lets it trade new, unseen market data — usually on a demo account first, then small live size. Because the data arrives after the rules were fixed, it cannot have been tuned to fit.
The gap between backtest results and forward results is one of the most informative numbers in algorithmic trading. A large gap usually means the backtest flattered the strategy: overfitting, unrealistic fills, or costs that were ignored.
Covered in depth in Lesson 04: Backtesting sin engañarte.
Related terms
- Backtest — Running a strategy against historical price data to see how its rules would have behaved in the past.
- Overfitting (curve fitting) — Tuning a strategy so tightly to historical data that it captures noise instead of a repeatable edge.
- Demo account — A broker account with simulated money — the standard proving ground before any strategy touches real funds.
Recibe nuevas lecciones por correo
Lecciones ocasionales y en lenguaje claro sobre trading automatizado — el mismo tono que todo en este sitio. Sin señales, sin promesas; date de baja cuando quieras.
- Una lección en lenguaje claro cada vez — sin jerga, sin humo.
- El plan de estudios completo como guía imprimible.
- Sin señales, sin promesas de rentabilidad. Date de baja cuando quieras.
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