walk forward optimizer, how to certain periods

[fernlicht]

Hello,

quick question.

How do I know the dates and days to put in the WF tab when the walk forward optimization is optimizing and then backtesting
Let's say I would like a testing period of 1 year starting from 01.01.2020 to 01.01.2021
It should backtest from every Sunday for one week and optimize 4 weeks.
What do I have to put into the walk forward tab?
Best C

[NinjaTrader_Kate]

Hello fernlicht,

Thank you for your reply.

Since 01/01/2021 was a Friday and not a Sunday, you'd need to specify a start date of 01/03/21, 7 days for the Optimization period, and 28 days for the test period to have the test period start on Sundays and then test for 1 week followed by 4 weeks.

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