Get total trades in walk forward optimization

[proptradingshop]

I currently have my own custom OptimizationFitness and do some weighting of performance based on number of trades. I can get number of trades by strategy.SystemPerformance.AllTrades.
Count. However my question is,how can i get the total number of trades for run of walk forward optimization. Also to add, how would I get the total net profit and max drawdown for the entire set of optimization.

[NinjaTrader_Gaby]

Hello proptradingshop,

Thank you for your post.

Parameters are determined from optimizing the In Sample Optimization Period and then those parameters are then used to backtest the Out Of Sample Test Period. As such, each result listed is a different backtest, using different parameters. Since they are separate backtests, the additional displays are not available for the merged results.

There is an open feature request to be able to view the combined results for these statistics. I will add your vote to this feature request, it is being tracked under SFT-632.

Please let us know if you have any further questions.

[proptradingshop]

thank you NinjaTrader_Gaby, this makes sense as to why when adding print logs I can see each iteration with different values. Thank you for the explanation. If I can ask one more follow up question for walk forward optimization. If I want to go live then I am assuming I would manually have to run the optimization and update my parameters accordingly after the strategy has been live for each iteration of the number of days I used for my test period? Or can NT handle this automatically?

[NinjaTrader_Gaby]

Hello proptradingshop,

Apologies, I'm not clear on what you're asking.

If I want to go live then I am assuming I would manually have to run the optimization and update my parameters accordingly after the strategy has been live for each iteration of the number of days I used for my test period?

Are you asking if you have to manually update the Walk Forward Optimization parameters / strategy template from the results, or will they update themselves? If so, no they will not update automatically. You will need to manually change the optimization period or saved strategy parameters.