Active users of MetaTrader 4 (MT4) are all familiar with the benefits and limitations of its back-testing functionality. Unfortunately, the walk forward testing has not been natively implemented.

I have recently come across a very handy tool that leverages the MT4 back-testing capability to perform the walk forward analysis of an Expert Advisor (EA) and measure its Walk Forward Efficiency Ratio.

You can find more information on the Easy Expert Forex product page:

Walk Forward Analyzer Home Page

The video provided on the page clearly explains how to set up and run the application.

Walk Forward Analyzer for MetaTrader 4 Checkout Page