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Walk Forward On Mix Random days

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    Walk Forward On Mix Random days

    Hi,

    I have an Intraday strategy that I want to optimized using the Walk forward option, but I want to randomly pick the optimized days and the test days out of the sample in a mix.
    Instead of the current Walk Forward which allow one chunk of data at a time follow by the test.
    Is it possible for me to program such a feature? to override the Walk forward class to do so?

    Tx in advance!

    #2
    Hi freewind, you could unfortunately not randomize the sets used, but you can look into performing MonteCarlo analysis on your trades - http://www.ninjatrader.com/support/h...simulation.htm
    BertrandNinjaTrader Customer Service

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      #3
      Thanks, I'll check this out.
      Is there a way for me to develop such a feature?(I'm a professional programmer), to extend the analyzer class?

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        #4
        You're welcome - this not really be supported by us, but you can take a look at the optimizer types and what methods you could access / tweak to provided extensions if desired.
        BertrandNinjaTrader Customer Service

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