Optimization / Walk forard, strategy indicators sensitivity

[YakusaTrader]

Hello,

When optimizing / walking forward, Is there a way to look at a strategy indicators sensitivity, e.g. best performing periods / deviations ?

http://help.tradestation.com/09_01/tswfo/topics/sensitivity_analysis.htm

[NinjaTrader_JoshG]

Hello YakusaTrader,
Thanks for your post.

Sensitivity is not a performance metric that is currently available, but this sounds like an interesting thing to utilize in a backtest.

I went ahead and submitted this as a feature request to the Development team. The internal tracking number for this feature request is SFT-3874. Please reference this internal tracking number if you ever have questions regarding this feature request.

When a feature request is implemented, you'll find it in the release notes: http://ninjatrader.com/support/helpG...ease_notes.htm

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