Full Workflow

The path for a strategy you've never run through EdgeProof before.

Step 1 — Settings. Set Working Folder. Optionally set Prefix/Suffix. Select your strategy, fill Start/Stop/Step for the inputs you want to sweep. Set DaysBack, Use Real Validation / RV Percent if you want a holdout tail, and Optimization Fitness. Click Save Settings, confirm "Settings saved successfully," click >>.

Step 2 — Strategy Code. Paste your raw EasyLanguage source. Check any of the five Rules & Filters your strategy needs — RTH, Day P&L, EOD Exit, Time of day, Day of week. Click Generate Code, review the output, Copy Code. In TradeStation: create a new strategy, paste, compile. Return and click >>.

Step 3 — Feasibility (recommended, not required). Set Test Mode to Feasibility, confirm Symbol/Interval and at least one input range are filled, click Run Feasibility Test. Positive Net Profit and a manageable drawdown mean the wiring is sound — continue. Anything off, diagnose before spending hours on a full optimization.

Step 4 — Optimization. Set Test Mode to Optimization, confirm all mandatory fields, click Start Optimization. When it finishes, click Generate Trades (or have it fire automatically via the Generate Trades checkbox, checked beforehand). (Optional: check the Robustness tab against the raw result file to see how smooth the parameter landscape looks before moving on.) Click >>.

Step 5 — Trades Generator. Watch rows move from Working… to Complete. When everything's Complete, click >> to WFO Config. (Optional: detour into Candidates first for a closer look at individual parameter sets — it has no gate and no forward button, so visit it any time.)

Step 6 — WFO Config. Pick a Symbol/Interval — the matrix builds itself. Click a green cell (never a blank one), check the segment detail shows different winners across segments, click Add to WFO. Repeat for any other configurations you want validated. Return to the Optimization tab.

Step 7 — Validation run. Set Test Mode to Validation, click Start Validation. The app runs unattended through every segment (in-sample optimize → auto-pick winner → out-of-sample run), aggregates the result, and runs the final holdout backtest if Real Validation was on. When it's done — "All queued Real WFO runs complete!" — go to the Validation tab.

Step 8 — Validation review. Select your run. Check whether WFO tracks or falls well short of the Initial baseline on the Simulated sub-tab, and review the Real sub-tab's holdout result if present. Decide: profitable with a manageable drawdown and a reasonable gap to the baseline → proceed. Flat, losing, or a wide gap → revisit the strategy or parameter space before going further. Click >>.

Step 9 — Live Trading. Click Load Strategy to see what you're generating from (this is read-only reference). Click Generate Code, review the diagnostic header, Copy Code. In TradeStation: create a new strategy, paste, compile, apply to your live chart.