Backtesting a "Rolling Month" period... Possible?

[jikjol]

My strategy has a 6 month rolling data optimization timeframe.

For example,
Optimize from 01/17 to 06/17 (i.e. 6 months), then apply optimized result to month 07/17.

Then,
Optimize from 02/17 to 07/17 (i.e. 6 months), then apply optimized result to month 08/17.

Is this possible to do without having to do it manually?

[NinjaTrader_Jim]

Hello jikjol,

Thanks for your inquiry.

You could run a Walk Forward Optimization backtest in the Strategy Analyzer with an Optimization period to cover 6 months and a Test period for one month. These periods must be input as days.

I've included a link to our publicly available documentation on Walk Forward Optimization backtests which includes an instructional video and complete definitions and explanations for usage and understanding.

Walk Forward Optimizations - https://ninjatrader.com/support/help...e_a_strate.htm

If you have any additional questions, please don't hesitate to ask.

[jikjol]

Hello jikjol,

You could run a Walk Forward Optimization backtest in the Strategy Analyzer with an Optimization period to cover 6 months and a Test period for one month. These periods must be input as days.

Thank you! I didn't exactly know if this was possible with the walk forward, thank you!