Is it possible to enter specific values to walk-forward optimize?

[haakonflaar]

For parameters to walk-forward test, instead of entering min;max;increment I want to pass a list of values to test, e.g: [1,5,10,20,30]. It'll take forever if I pass in 1;30;1. Is this possible?

[NinjaTrader_BrandonH]

Hello haakonflaar,

Thanks for your post.

The Walk-Forward Optimization in the Strategy Analyzer window will test a range of strategy parameters from the Min property to the Max property. The Interval property allows you to set the increment value (step value) used to increment the starting value by for each subsequent optimization pass.

As an example, if you want to test a range of parameters from 1 to 30, but only test every 5th value, you could set the 'Interval' property to '5'.

This would reduce the number of iterations calculated by the walk forward optimization which in turn reduces the number of parameters tested over and the time it takes to run the walk-forward optimization.

Please review the 'How to run a Walk-Forward Optimization' section of this help guide for details about setting a test range: https://ninjatrader.com/support/help...e_a_strate.htm

Also, see the 'Understanding factors that affect optimization' section of this help guide page for more information about optimization performance tips: https://ninjatrader.com/support/help...ionPerformance

[haakonflaar]

NinjaTrader_BrandonH So the answer is no then, you can not specify a list of specific values.

[NinjaTrader_BrandonH]

Hello haakonflaar,

Thanks for your notes.

That is correct. The Walk-Forward Optimization would calculated from the Min value set to the Max value set based on the Interval value you specify.

I have submitted a feature request to the Development team for you for the ability to set specific values to run the walk-forward optimization on instead of optimizing from the Min value to Max values based on the set Interval. This request is being tracked under the number SFT-6094.

As with all feature requests, interest is tracked before implementation is considered, so we cannot offer an ETA or promise of fulfillment. If implemented, it will be noted on the Release Notes page of the Help Guide.

Release Notes — https://ninjatrader.com/support/help...ease_notes.htm