Walk forward results bug

[pantelis]

Ok, any suggestion on how I can see my cumulative profit profile for lets say, 10 years worth of historical data when backtesting in walk forward?

[NinjaTrader_JoshP]

pantelis,

I would suggest you export the various walk-forward periods to Excel and merge the trade information into one long period and then throw up a Cumulative Profit chart from there.

[pmorissette]

This is a lot of work for nothing....the walk-forward optimizer is pretty much useless if you can't see your overall performance...that's the whole point of the strategy analyzer. I think this has to be included. Exporting manually to excel (especially for short windows) is far too tedious.

[NinjaTrader_JoshP]

Overall performance is already shown in the single item listed in the Instruments tab after you run a walk forward optimization.

[pmorissette]

Overall performance is indeed shown, but the strategy's equity curve isn't, nor are any of the other usual performance analysis tools. These are what make ninjatrader so great, I don't see why they wouldn't be available....

[NinjaTrader_JoshP]

This is the case as individual walk forward are not kept in memory. Thank you for the suggestion.