walk forward optimization

[shooly76]

hello

I have just run a backtest for 21 months..based on this time frame, what should my WFO settings be?

In the past I have just left it on default settings:

best # results 10
optimization period 28 days

the above settings I have never adjusted

[NinjaTrader_CalH]

Hello Shooly76,

Thank you for your note.

There is no right or wrong answer here. This is all dependent on how you want to sample the data for your calculations.

I would take a look at the link below on Optimization and Walk Forward to get a better understanding of the parameters that you can adjust for your use.
http://www.ninjatrader.com/support/h...a_strategy.htm
http://www.ninjatrader.com/support/h...e_a_strate.htm

[shooly76]

forgot to add:

backtest total trade # was 6882