Walk forward

[wagner4691]

How can I compare IS with OS results?

[NinjaTrader_ChrisL]

Hi wagner4691, thanks for your post.

In NinjaTrader we can use the Strategy Analyzer to perform Walk Forward optimizations:

https://ninjatrader.com/support/helpGuides/nt8/?walk_forward_optimize_a_strate.htm

In the "Optimization Period" a regular optimization will take place. Then the optimized parameters are used on the "Test Period". In the results panel, the "Test Period" results will be shown. To see the optimization results for that test period right click it and select Open Optimization Results.

Please let me know if you have any questions on this material.

[wagner4691]

[wagner4691]

I did but it shows the out of sample result

[wagner4691]

Please let me know if you understand my doubt . Thanks

[wagner4691]

One more exemple. When I Open Optimization Results, the period is the same and results is the same of out of sample. Could you help me please?

[wagner4691]

Can you help me please?

[NinjaTrader_ChrisL]

Hi wagner4691, thanks for your reply.

When you right click and "View Optimization Results" it will open up a new Strategy Analyzer window and show the results from out sample at the top. The optimization results below this list contain the in sample backtest results for the optimization.

e.g. https://clauber.tinytake.com/tt/NDEwNDkwMV8xMjYzMTAyNw

Let me know if you have any further questions.