Walk forward gives different results everytime I run it

[pandyav]

Hello,
I have an automated strategy and I am testing it using Walk Forward Optimization. The puzzle I have is that everytime I run it, it gives me different Total Net Profit number. My instrument is the same, parameters are the same, time period is the same but why do I see different result everytime I run it.

Am I missing something here or need to fix something?

Any help?
Thanks!

[NinjaTrader_PatrickH]

Hello pandyav,

Thank you for your post.

Are you using the Genetic or Default Optimizer?

[pandyav]

I am using Genetic walk forward optimizer. And every time I run it, it give me different results even though I do not change of the settings.

[pandyav]

Hi Patrick,
Any idea why do I see a different result every time I run walk forward optimization?

Appreciate your help in advance.

[NinjaTrader_Brandon]

Hello Pandyav,

Thanks for your reply.

Please take a look at your setting for Optimize on
Example: Max Profit Factor
Next take a look at your Optimizer results
If you have multiple results with the same best Max Profit Factor this can result in different walk forward results as it could choose any one of these just depending in what order it completed the results.

[pandyav]

Brandon,
I am sorry but I don't understand when you said If you have multiple results with the same best Max Profit Factor this can result in different walk forward results as it could choose any one of these just depending in what order it completed the results.

Is it possible for us to quickly talk over the phone, if it works for you.

Many Thanks!

[NinjaTrader_Brandon]

Hello pandyav,

Thanks for your reply.

To request a phone call please write into platformsupport[at]ninjatrader[dot]com