Walk-forward validation tests trading models on data they were never fitted to, by repeatedly optimising on one window and validating on the next. This article explains how the method works, what it reveals that a single backtest misses, and how it underpins the way darwintIQ ranks models.
The ATR position manager scales stops and targets to current market volatility instead of using fixed pip values. This article explains how it works inside darwintIQ trading models, why it tends to outlast fixed-pip managers, and the conditions where it can still misbehave.