This script allows performing a walk-forward analysis of trading experts based on the data collected by the WalkForwardLight MT5 library. The script builds a cluster walk forward report and rolling walk forward reports that refine it, in the form of a single HTML page. This script is optional, as the library automatically generates the report immediate after the optimization in the tester is complete. However, the script is convenient because it allows using the same collected data to rebuild the HTML report, using other available optimization criteria, such as profit factor, drawdown, etc.

The script only works in conjunction with the library. The library is purchased separately and must be included in an expert.

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