Walk forward: phantom deals from previous day

[fx.practic]

Please, help!

Developing strategies, I reached, finaly, to walk forward optimisation.

I set:
test period 1 day
optimisation period 1 day

WF optimisation brings me 2 strange things:
1) every test day contains yerstaday's deals.
2) on every test day chart, on first bar, all yerstaday's deals were drawn.

I noticed, that reason is optimisation period. If to set another value (more than 1 day) everithing work grate.

Qestions: is it possible to set up NT to get proper optimization results for optimisation period 1 day?

[NinjaTrader_Bertrand]

fx.practic, which version are you using? I would believe this is supported - I'm seeing the same behavior on my end here - thanks for reporting, we'll check into matters.

[fx.practic]

NT 7.0.0.10. I realy wait for it - my super strategy is almost ready

[NinjaTrader_Ben]

Hello,

If you don't have it already, you can get our beta version of NT7 by emailing sales at ninja trader com

[fx.practic]

I mean, this bag occurs on NT 7.0.0.10

[NinjaTrader_Ben]

Hello,

Since you are asking about NT7, I will have someone reply to you on Monday. Thank you for your patience.

[makhmout]

The same problem

I'm using 7.0.1000.8 version of Ninja Trader.

Then I set 1/1 periods to optimize/test
it considers previous day.

For example:

I set 14.02.2012-14.02.2012 to optimize.
Actually it optimizes on 13.02.2012-14.02.2012

I set 15.02.2012-15.02.2012 to test.
Actually it test on 14.02.2012-15.02.2012

It is clear, that the results of WFO strongly erroneous.
It is "looking forward" takes place.

Please, explain how to solve it, or, if I can't, then it will be solved.

Regards

[NinjaTrader_Bertrand]

makhmout, sorry for the non updates to the thread here previously, this 'bleeding over' from trades on prior days is actually currently an expected limitation - as the session template used would always be traded / processed in completion, it would not split the template in parts here.

[makhmout]

makhmout, sorry for the non updates to the thread here previously, this 'bleeding over' from trades on prior days is actually currently an expected limitation - as the session template used would always be traded / processed in completion, it would not split the template in parts here.

Thanks

May be it is reasonable to divide sessions manually in Session Manager?

[NinjaTrader_Bertrand]

Yes, you could custom design a template for this task under Tools > Session Manager that would not reach back to the prior day, so your used sessions would not overlap.

[makhmout]

thanks a lot!