Walk Forward Testing Accuracy

[snowman4839]

Is the walk forward back testing accurate? I have a strategy I have a 5 day optimization window and a 1 day testing window. I went into the walk forward tab after the test and the dates it says it tested "from" and "to" are the same.

For example if I test, 7/1 to 7/28 with an optimization window of 5 and a test window of 1 the walk forward results will be...
7/6/2016 12:00am - 7/6/2016 12:00am
7/7/2016 12:00am - 7/7/2016 12:00am
7/8/2016 12:00am - 7/8/2016 12:00am
and on...

And even weirder, the trades on "7/6/2016 12:00am - 7/6/2016 12:00am" (keep in mind this is on a day long test period) are...
7/5/2016 10:30am - 7/5/2016 4:00pm
7/7/2016 10:30am - 7/7/2016 10:30am (This trade's open and close happened within the same second but moved like 70 ticks?)
So both were trades on days outside of the test period.

What is going on here?? Is walk forward testing broken? Is the test fine and the report broken?
I'm using a CQG/Continuum demo for data. Could this be messed up data?

[NinjaTrader_Jesse]

Hello,

Thank you for the post.

I wanted to confirm a few details, you said:

I have a strategy I have a 5 day optimization window and a 1 day testing window. I went into the walk forward tab after the test.

Are you running a walkforward test or running a Optimization and then going into the Walk forward tab? If you are only going into the walkforward tab but not running the specific walk forward test I would expect the results to be off as the results would be for the optimization you had run and not a walk forward.

Also I wanted to check, you said that you had set a period of 7/1 - 7/28 but you are only seeing trades for the dates listed, is this correct that you are only seeing 2 days of test results after running the walk forward with more days selected?

Additionally could you provide an image of the settings being used in the walk forward to better understand the question?

I look forward to being of further assistance.