Walk Forward Stops with Custom Optimization Fitness script

[CMillz]

I am having an issues with a custom optimization fitness code I wrote.

The custom script works on a standard or normal optimization, but at times I run into issues with the walk forward. I will run a walk forward optimizing on the custom optimization fitness I wrote, and for certain time periods and certain markets the walk simply stops. At times I will get a 0 on the value for the metric, but that shouldn't keep the walk forward from working.

Is this a common problem on custom optimization codes?

[NinjaTrader_Jesse]

Hello,

Thank you for the post.

I wouldnt say that just stopping is a common problem, generally if something has just stopped it has likely run into some form of an exception or problem that is preventing it from continuing.

Can you tell me, at this point have you tried to debug the custom optimization to see where in the logic it stops when this happens? If not, this would be the next step I could suggest or to add some Prints in and find specifically where the stop happens. Once located, you could comment out the syntax in that area or replace it with a constant value to see if that prevents the stop.

Also you could try other standard optimizers to see if they also stop using the same settings you currently are.

If you are unable to see any result by adding prints, could you provide the optimizer as you have it for me to review further? If this is dependent on a specific time frame, you would likely need to include the details on how to see this happen as well.

One final item you may try would be to see if this happens after reloading historical data.

I look forward to being of further assistance.