WalkForward

[NinjaTrader_JoshP]

In that case, then you want to look at the Optimizer tab along with the Walk Forward tab in the Strategy Analyzer. The Optimizer tab shows you all the iterations and their results from the in sample testing. The Walk Forward tab shows you the result of the backtest on the OOS period.

[neb1998]

Right, but it if i lock in a optimization period of 330 days and a test period of 36 days i only have one OOS result, which is also what i get when printing to streamwriter(on one year of total data)

I want every parameter combination first optimized on the IS period, backtested on the OS period. Reports Formed and exported for every iteration/generation. I dont think the stock Optimizer is capable.

This looks like a custom job.

[NinjaTrader_JoshP]

Custom job indeed. You'll need to run the optimization for the 330 days, then manually run a bunch of backtests on the remaining 36 days with all of those various parameters and then combine the relevant ones with each other to get what you want.

[dave1992]

In that case, then you want to look at the Optimizer tab along with the Walk Forward tab in the Strategy Analyzer. The Optimizer tab shows you all the iterations and their results from the in sample testing. The Walk Forward tab shows you the result of the backtest on the OOS period.

To aid with this it would be really helpful if # results to keep could be set to 1 (currently minimum is 2)

Then each line in the optimizer tab would have a corresponding line in the walk forward tab.

Of course it be best if it was all on the same tab with a load of stats such has walk forward efficiency etc, since I have to write all the data out and code those stats myself ;-)

[NinjaTrader_JoshP]

Hi dave1992,

Thank you for the suggestion. I have added it to our suggestion list as item #994.