Walk forward multitimeframe bug

[pantelis]

Hi,

My multi-instrument script for the strategy analyzer seems to work only when my secondary instrument bar time interval is less than my primary bar time interval.

I’ve tried running the same thing on the backtester and optimizer and it works. Just fails to work on the walk forward tests.


My historic data primary instrument is backtested with a time interval of 15 minutes.

The secondary instrument is set to 30 minutes (same instrument as the primary instrument just with a different time frame).
I get results when I perform a backtest and an optimization test. I get NO results (all zeros) when I do a walk forward test.

Now, when I change the secondary instrument timing to 5 minutes, I get results when I perform a backtest, an optimization test AND a walk forward test.

My histoic data has 10 years worth of minute data. I am testing on a minimum of 1 years data.

Optimization period for walk forward testing is set to 28 days and test period is set to 14 days.

The same thing works perfectly in NT6.5.
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[NinjaTrader_JoshP]

Thanks. We will get back to you at a later point in time.

[pantelis]

Seems to now work in 7.0.0.11

[NinjaTrader_JoshP]

Great. Thanks for reporting back.