Same Walk Forward Optimization, Different Results

[DT215]

Hello,

I have run multiple Walk Forward Optimizations using the exact same parameters, data series, time frame, etc... With no change in any inputs, I get a different set of results. For example, I have encoded a series of inputs for the Sample MA Crossover and will execute the run. Immediately after the results load, I will run it again but get an entirely different optimized output.

What is the underlying mechanism to the inconsistency in results and what is the resolution?


Thank you in advance.

[NinjaTrader_BrandonH]

Hello DT215,

Thanks for your post.

This has been reported to the Development team and they said running multiple Walk Forward optimizations with the same settings returning different results is expected. This is because if you examine the parameter set with the start/end date, you’ll see they are often not the same between optimization runs.

This forum thread details the behavior further: https://ninjatrader.com/support/foru...59#post1160759

Please let me know if I may assist further.