Strategy Analyzer Walk Forward Backtesting

[peterslane1]

I would like to do Walk Forward Backtesting not Optimization. I need an out of sample period line denoted on the results to mark the start fo the out of sample period compared to the in sample period. Is this possible? Thanks

[NinjaTrader_Kate]

Hello peterslane1,

Thank you for your post.

I'm not sure what you mean here - the chart in the Strategy Analyzer will only show the Test or Out of Sample period when running a Walk Forward Backtest. Can you better outline what you'd expect to be seeing and where?

Thanks in advance; I look forward to assisting you further.

[peterslane1]

I would like to be able to put in the insample date and the out of sample date and have a line drawn on the chart so I can visualize both periods within the continual equity curve to see if it continues in the same manner. I have attached a picture.

[NinjaTrader_Kate]

Hello peterslane1,

Thank you for your post.

The best you could do is export the data from each and analyze in Excel.

If you want to compare how the out of sample did vs the in sample, you could load up the View Optimization Results for the chosen optimization run, and then click between the top (optimization result) and the second item (best in sample result).

There would not be a way to visually see this on the charts in the Strategy Analyzer.

Please let us know if we may be of further assistance to you.

[peterslane1]

Thanks. Wouldn't it be simple to just add the out of sample dates as a second period in the backtest and have the Strategy Analyzer draw the line? I would think this would be fairly trivial.

[NinjaTrader_Kate]

Hello peterslane1,

Thank you for your reply.

Unfortunately that would not be possible.

Please let us know if we may be of further assistance to you.