Walk Forward Resets Account size

[Aussiemike]

Hi,

I'm running Walk Forward Optimization on a Strategy that increases Lot size.

I've run it as a simple optimizer, and can see it working correctly, however when i use the Walk Forward it seems that each optimization period resets the Account size back to the start.

I see increases in lot size just at the end of the sections, but the first trade of the next section is back to Initial quantity.

Is there something i can do to correct this?

Have removed Initial account size from the parameters list (no joy), and also removed the initial value and just left the parameter itself but this just traded 1 unit (10k was my initial)

Cheers

[NinjaTrader_Lance]

Hello,

The walk forward test will run a new test every X days as defined by you. When it runs this test the AccountSize property will be reset for the new test.

The only workaround I can think of would be an unsupported method of storing the account value in an external file but this might lead to unexpected results with multi-threading and having multiple tests run at the same time.

http://www.ninjatrader.com/support/forum/showthread.php?t=3476

I will submit your request to have a global account size when using the walk forward test.

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

[Aussiemike]

Thanks Lance i'll take a look at this

[NinjaTrader_Lance]

Wanted to let you know your request has been logged by development to id #2300