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Walk Forward is not working

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    Walk Forward is not working

    Hi,
    I run the WF on "SampleMACrossOver" on ES. Not that it matters.
    WF has folowing bugs:
    1. Minimum for "Keep best # results" is 2. Why?
    2. I declared From: 8/12/08 To: 1/11/09 with "Optimize Period":28 and "Test Period":7. It had no results (didn't load the data for several moths). I have this data.
    3. I declared From: 25/5/05 To: 1/11/09. Now the Optimizer tab had results from the begining, but the Walk forward tab instead of starting from 22/6/09 (after the first period of optimization) it starts from 25/5/09!
    4. The Walk Forward tab makes its own periods. Instead of having periods of 7 days it has periods of 28+7=35 days!
    5. It show the wrong currency. Someone told you that already.

    Thats all for now. I can't continue to check forward.

    Regards,
    Baruch

    #2
    1) My default here is 10. Please delete ANY strategy where you might have set it in your code (which would be outside what NinjaScript supports).
    2) - 3) Could be related to you merge settings (Tools->Options->Data). I suggest trying a stock instrument to eliminate any impact from merging.
    4) This is a bug which will be resolved with next update. Thanks for reporting.
    5) Will be resolved with one of the next updates. Thanks for reporting though

    Comment


      #3
      Dierk,
      1. My default is also 10. Thats not what I sad. Please try to change this to 1 (one).
      2. I did not merge in 7. Only imported from 6.5.
      3. Please see the first WF period. Its wrong. What I said is that it should have started after the first optimizer period not from the date you enter in "from".

      Baruch

      Comment


        #4
        1) We had to set the min to 2. I don't recollect the tech details of that decision.
        2-3) Please proceed as suggested to eliminate any impact of NT7 merging.

        Thanks

        Comment


          #5
          Dierk,
          3. It has nothing to do with merging. Just tell me what is the first "Walk Forwrd" period if you enter in "From": 25/5/09, "Optimize Period":28 and "Test Period":7.

          Baruch

          Comment


            #6
            Please proceed as suggested to eliminate any impact from new NT7 merging.
            - either walk forward a stock instrument OR
            - Tools->Options->Data->DontMerge and Tools->Instrument Manager->ES->DontMerge

            Thanks

            Comment

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