Walk Forward Positions

Bmatarese

Member

Join Date: Oct 2019

Posts: 42
#1

Walk Forward Positions

08-23-2021, 10:06 AM

Hi,

When running my walk forwards I see that positions exit at the end of the test period regardless of exit on session close or not. Is there any way to hold positions from one test period to the next?

Thanks
Tags: None
NinjaTrader_BrandonH

NinjaTrader Customer Service

Join Date: Jan 2020

Posts: 6983
#2

08-23-2021, 10:33 AM

Hello Bmatarese,

Thanks for your post.

No, this would not be possible. Each iteration is a separate test and it is not in the nature of Walk-Forward Optimization to hold positions from the previous test period to the next.

Let us know if we may assist further.

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