Optimization From-To Dates

[eduffield]

Hello,

Let's say for example I am testing a strategy that uses 2 days for the Optimization period and a 1 day test period, and I get to the point where I would like to trade the strategy.

If I were to start trading equities on Monday, I would then run an optimization with the same settings as the walk forward optimizer just with the last 2 days. The problem is on Monday the last 2 days would be Saturday and Sunday.

Does the walk forward optimizer use the last 2 sessions that the instrument was open on, or would it optimize based on the calendar date? I.e, would it optimize based on no data?

Thanks,

Evan

[NinjaTrader_Lance]

Hello,

In this case you would receive a popup message stating there is no data to optimize on and you would have to change your start date such that it included Thursday and Friday.

However from your description it sounds like you might be achieve the same results by running a regular optimization as you would be walking forward manually and not using the Strategy Analyzer to do so.

Please let me know if I can be of further assistance.