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Yes, if I correctly understand the true meaning of walk forward. I only use past data to predict the price of the security at time t.

Are you calling me a dinosaur? Why thank you, thank you very much. ;-) I'm just waiting for the next guy to mock me for choosing perl over python! In grad school I would have undoubtedly overcomplicated this with lots of theory that probably didn't make any money. Time will tell if I've...

First post to this board. And probably the last! I have done some data mining and analysis to develop rules-based systems for several "uncorrelated" ETFs. I'm going to describe my methods and seek critical feedback from other posters. (Famous words from a one-time poster?) I code in...