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Hook onto walk forward optimization.

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    Hook onto walk forward optimization.

    Hello NT team,

    I'm developing an application for NT8 and I need to somehow "hook" onto walk forward process. Specifically I need to make some calculations with walk forward test period results. This is a normal backtest (with parameters calculated in the optimization period) and I would need to find a method being called on every test period of the walk forward optimization.

    Thanks.

    #2
    Hello Pintope,

    Thank you for writing in.

    We do not have anything supported or exposed for such purpose. There may be a means to do so but it would be unsupported.

    Please let us know if you need further assistance.
    Alan P.NinjaTrader Customer Service

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      #3
      I have been looking at NT8 code and I think it's not possible this way. Hopefully NT9 will develop a system of hooks in code or similar...

      Thanks Alan.

      Comment

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