Accessing Previous Walk-Forward Results in Strategy

[JakeOfSpades]

I am trying to use walk-forward optimization and wan to to use the most previous profitable results parameters.

My optimize period is 7 days and test period is 7 days so basically it's using the last week to optimize and current week to test.

I can export my walk-forward results to a csv but a very manual process.

Is it possible to access the previous week(s) walk-forward test results in my strategy or in a custom optimizer?

[NinjaTrader_Kate]

Hello JakeOfSpades,

Thank you for your post.

Yes, you can access the Log of things you've previously run in the Strategy Analyzer to see those values. To show the log, right click on the Strategy Analyzer window and select Show Log. The log will appear at the bottom of the Analyzer window and you can click on it to open a prior run in the current Strategy Analyzer window.

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

[JakeOfSpades]

Hello JakeOfSpades,

Thank you for your post.

Yes, you can access the Log of things you've previously run in the Strategy Analyzer to see those values. To show the log, right click on the Strategy Analyzer window and select Show Log. The log will appear at the bottom of the Analyzer window and you can click on it to open a prior run in the current Strategy Analyzer window.

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

Hey Kate, appreciate the response. I meant through code the NinjaScript editor.

[NinjaTrader_Kate]

Hello JakeOfSpades,

Thank you for your reply.

I'm a little unclear on what exactly you're wanting to do, but if you just wanted to apply those same parameters to your strategy at runtime, you can open the results from the previous week from the log, choose the best run from that and right click > Open in New Strategy Analyzer > in this window, click Template near the bottom and save it as a template. You can then use this template when loading your strategy, just apply the template when you go to run it.

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

[JakeOfSpades]

Hello JakeOfSpades,

Thank you for your reply.

I'm a little unclear on what exactly you're wanting to do, but if you just wanted to apply those same parameters to your strategy at runtime, you can open the results from the previous week from the log, choose the best run from that and right click > Open in New Strategy Analyzer > in this window, click Template near the bottom and save it as a template. You can then use this template when loading your strategy, just apply the template when you go to run it.

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

I programmatically want to retrieve the previous walk forward result iteration while the strategy is running, I don't want to do it manually through analyzer.

[NinjaTrader_Kate]

Hello JakeOfSpades,

Thank you for your reply.

There would not be a way to retrieve the results of a prior optimization run from NinjaScript. I have added a vote on your behalf to a current feature request to allow NinjaScript to be able to access prior Walk Forward Optimization results. This is being tracked under the number SFT-3913.

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 in the Release Notes page of the Help Guide.

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

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