Test results in walk forward optimizer

[Stephan123]

Hi,

is there a way to display the overall test results
of a walk forward optimization?

As far as I can see only the results of the single test periods are displayed,
but no "global" results, such as the profit factor of the whole chart beeing tested.

[NinjaTrader_Jason]

Hello Stephan123,

You will display three tabs in the Strategy Analyzer after performing a walk forward test.

The Optimizer-tab will display all optimizations. The Walk forward-tab will display the walk forward periods for the optimzied parameters.

The Instruments-tab will display the overall results.

[freewind]

Hi,

Can someone explain how to interpret the results when doing 'Walk Forward'.
How to choose the best parameters in the 'Walk Forward' tab?

Tx!

[NinjaTrader_Jason]

Hello freewind,

You can choose the parameters you like when performing a walkforward test.

A walkforward test will optimize the strategy on the 'Optimization period'. Subsequently the strategy will be backtested on the 'Test period' using the optimized parameters. Please see the link below for more information.

http://www.ninjatrader.com/support/helpGuides/nt7/walk_forward_optimize_a_strate.htm

The Optimizer-tab will display the optimization periods, while the Walkforward-tab will display the test periods.

[freewind]

OK, but from all the results I getting how do I know which parameters are the best to run live with?

[NinjaTrader_Jason]

You can perform an optimization to check what parameters are most profitable. Please see the link below for more information.

http://www.ninjatrader.com/support/helpGuides/nt7/optimize_a_strategy.htm

[:::grimReaper:::]

Is there anyway of seeing overall graphs, distribution etc of the walk-forward? Currently I can only see it for individual optimization and test periods separately.

[NinjaTrader_Jason]

Hello :::grimReaper:::,

Unfortunately this is not supported.

[J_o_s]

How to choose the best parameters in the 'Walk Forward' tab?

Is it possible to programmatically determine which parameter set is selected by the WFO, in order to prevent selecting the most optimized parameter?

If so, can someone point me to documentation, a forum thread, or an example for this?

[NinjaTrader_Joydeep]

Hello J_o_s,
Unfortunately it is not possible to determine the parameters set during the WFO.

[J_o_s]

Unfortunately it is not possible to determine the parameters set during the WFO.

Thanks for your quick reply Joydeep. Can this feature be considered for implementation in a future version of NT, or is it just not possible to implement such a feature?

[NinjaTrader_Joydeep]

Hello J_o_s,
I am not sure if the internal process could be exposed or not, I will however send the feature request to development for future consideration.