Walk Forward Optimizer Help

[thereyoflite1]

Hello,

I have developed a strategy and am conducting Walk Forward Optimization. The optimizer is partially working, but there are a few ongoing issues that have significantly affected the results. Please refer to the image and description below, your help is very appreciated

I am using the 1-minute data series, The optimization period is two days, the test period is one day.



Incomplete Trading
Based on the strategy's logic, there should be several more trades displayed on the chart. You can see this is the chart for the one-day test period. When I looked at the other charts for the other test periods, all had the same issue and were only trading later in the day.
My one guess is this: I have an indicator using a length of 1000. Could the optimizer be waiting 1000 periods to load the indicator (at the beginning of the test period) before making trades? I'm not sure what else it could be. If this is the case, how would I fix it to have the strategy able to run the whole day so I can test correctly?

[NinjaTrader_Jim]

Hello thereyoflite1,

Thanks for your post.

Each Test Period is a separate backtest on a new set of data, so we would need another X number of bard for the indicator to create valid plots. If your indicator requires 1000 bars to form a plot this would make sense that a signal would not be generated until later in a day when testing on minute bars.

You can always uses prints to confirm why conditions have/have not become true to see why order submission methods have not been reached.

For example, before a condition that submits an order gets evaluated, you can print out the values used in that condition (the indicator values) and the bar time. This can explain why orders have not fired when the logic was processed.

Print() - https://ninjatrader.com/support/help...html?print.htm

In order to get orders submitting earlier, the Test Period may need to be increased or the indicator period may need to be decreased, or a combination. (This will of course change when the strategy triggers orders in general.)

Let us know if there is anything else we can do to help.