Get List of Best Parameters from the "Test" Period of a Forward Optimization?

[DantheTrader]

Hello,

I recently switched from MetaTrader5 to Ninjatrader. And one core component of my process is forward optimizations.

In particular I am needing a way to take say the top 30 parameters/optimizations from the optimization period, and see how each of those 30 would have done during the test period.

However, in Ninjatrader, it seems like it only shows how the very best parameters from the optimization period did during the test period, and shows nothing else.

As there any way to get the output I am describing?

[NinjaTrader_ChelseaB]

Hello DantheTrader,

Welcome to the NinjaTrader forums!

The test period will be using the parameter set selected during the optimization period.

"From the Start date to the End date the walk forward optimization will do a standard optimization on the number of days set for parameter "Optimization period (days)". This is known as the "In Sample" test period. After the optimization period NinjaTrader will use the best parameter combination found and test that forward on non-optimized data that has not been seen yet for the number of days set for parameter "Test period (days)". This is known as the "Out of sample" test period. Please see the graph below for a better understanding of how the walk forward results are found."

However, the non-best-values from the optimization are not tested in the test period, only the best result will be tested.

You could instead, just run an optimization over the date range of the optimization period.

Or you could print (or write to file) all the information from all iterations, optimization period, and test period.
The attached example shows how to see the date range of each iteration.