I am using the walk forward results to do the back test with optimized variable parameter for test period but getting different results. The strategy has one variable with parameter range of 5 to 100 with 5 step. The walk forward process suggested 45 as optimized variable value for the period Speed Test essay writer of 1/15/19 thru 1/21/19 with net profit of $5,890. But when I run the back test on 1/15/19 thru 1/21/19 with 45 variable parameter, the net profit comes out to be $4,330. Can someone explain why the back test and walk forward results are different for same time period and variable parameter? How much of chart data is used during the walk forward process? Is the from the start of walk forward date or just the duration of optimization period?
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Results of Walk Forward and Backtest are Different??
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Results of Walk Forward and Backtest are Different??
I am using the walk forward results to do the back test with optimized variable parameter for test period but getting different results. The strategy has one variable with parameter range of 5 to 100 with 5 step. The walk forward process suggested 45 as optimized variable value for the period Speed Test essay writer of 1/15/19 thru 1/21/19 with net profit of $5,890. But when I run the back test on 1/15/19 thru 1/21/19 with 45 variable parameter, the net profit comes out to be $4,330. Can someone explain why the back test and walk forward results are different for same time period and variable parameter? How much of chart data is used during the walk forward process? Is the from the start of walk forward date or just the duration of optimization period?Last edited by JorgeDamien; 07-26-2020, 12:39 AM.Tags: None
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Hello JorgeDamien,
Thank you for your reply.
In my testing with the Sample MA Crossover strategy that's built into NinjaTrader I get the same results as the walk forward test when doing a backtest over a chosen period in the Strategy analyzer when using the same parameters.
If you test with the Sample MA Crossover, do you see the same?
Thanks in advance; I look forward to assisting you further.Kate W.NinjaTrader Customer Service
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