Announcement

Collapse
No announcement yet.

Partner 728x90

Collapse

Walk Forward On Mix Random days

Collapse
X
 
  • Filter
  • Time
  • Show
Clear All
new posts

    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

    Comment


      #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?

      Comment


        #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.

        Comment

        Latest Posts

        Collapse

        Topics Statistics Last Post
        Started by argusthome, 03-08-2026, 10:06 AM
        0 responses
        83 views
        0 likes
        Last Post argusthome  
        Started by NabilKhattabi, 03-06-2026, 11:18 AM
        0 responses
        47 views
        0 likes
        Last Post NabilKhattabi  
        Started by Deep42, 03-06-2026, 12:28 AM
        0 responses
        29 views
        0 likes
        Last Post Deep42
        by Deep42
         
        Started by TheRealMorford, 03-05-2026, 06:15 PM
        0 responses
        32 views
        0 likes
        Last Post TheRealMorford  
        Started by Mindset, 02-28-2026, 06:16 AM
        0 responses
        66 views
        0 likes
        Last Post Mindset
        by Mindset
         
        Working...
        X