walk forward optimization

[born again]

I am needing some help with this i have run this feature but i am not sure how to enter parameters or what they mean so far i have used the default do i need to change these please see attachment Thank You!!

[NinjaTrader_PatrickH]

Hello born again,

Thank you for your post.

The process of Optimization and Walk Forward is to optimize a series of inputs for your strategy. If you do not have inputs for your strategy there would be no items to optimize and thus walk forward.

Walk Forward takes the inputs and optimizes them over a set range of historical data and then walk forward with the settings to see how they fair going forward.

I recommend reviewing the information at the following link for Optimization: http://www.ninjatrader.com/support/h...a_strategy.htm

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

[born again]

Thank you for the reply i have viewed this video but no real explanation on what the values in the parameters section mean what values would i enter. If i do not want to change any parameters in my strategy can i leave (my input #s) all at 1;1;1

[NinjaTrader_PatrickH]

Hello born again,

Thank you for your response.

The Min Value is the minimum value of your parameter, the Max Value is the maximum value of your parameter. The Increment is the value you want to increment for each test in the optimization.

Let's say I have a 14 period SMA in my strategy and the parameter I created is called Period. I can set my Period to 1 for the Min Value and maybe 20 for the Max Value, then I set my Increment to 1.
Each test will increment my period for my SMA by 1.
This is the purpose of an optimization, to optimize the inputs for your strategy. If you have no inputs or do not wish to optimize your inputs an optimization may not be of value to you.

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

[born again]

Thank you for your reply. If i understand this correctly if your max value is 20 now your 14sma will also be tested on a 34sma is this correct. I do not want to change any of my values on the indicators i am using i am only using two. Sorry for my confusion on this matter i really do understand the importance of walk forward i just want to be able to test this strategy which i think works really well without having to trade it manually for so many trades

[NinjaTrader_PatrickH]

Hello born again,

Thank you for your response.

This would actually be test with a period of 1 through 20 in my strategy for the SMA.

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