What time period is a "day" when using the walk forward optmiser?

[pborg05]

I've just Walk Forward Optmised a strategy and the results are really good, almost too good to be true.

So now I want to replicate what the WFO does moving forward.

I set the WFO to optmisation period "1" and test period days "1", so I understand that I will need to optimise everyday day. But when the WFO says a "day" what does it mean, is that between 00.00 and 23.59.

Many thanks

[NinjaTrader_Kate]

Hello pborg05,

Thank you for your post.

A day in the Strategy Analyzer would usually be the full ETH session for that day by default, though you can change the trading hours template used by the optimization. For example, I'm in the US Mountain time zone, so currently if I ran a test on, for example, 8/3, the session would go from 16:00 on 8/2 to 15:00 on 8/3, so all of that would be counted. If I changed that to use an RTH hours template, the hours used would be just the RTH hours.

Please let us know if we may be of further assistance to you.