i have attached an export of the grid. As you can see there are no multiple results or i am looking at the wrong place. This has been optimized on max. net profit.
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Walk Forward - same parameters, different results?
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Hi Brandon,
thanks for your support.
damn, that one i forgot to save in the settings. With increasing the period to 250, the optimizer seems to work fine now. Thanks for the hint (again...)
Just two question left here:
1) Is there an output of parameters for the last optimized period, that is to use in the future? Is it the value we see in "Instruments->Settings" after the walk?
2) How do i know how big the optimization period has to be? In the case of the sample strategy, the biggest value for one SMA was 50, so i assumed 90 would be more than sufficient... is there a way to calculate how many bars are exactly needed for the optimization to run properly?Last edited by puravida; 08-08-2014, 03:19 PM.
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Hello puravida,
Thanks for your reply.
1) Within the Walk Forward tab under Parameters you will see what settings were used for the result
2) What we need to take into consideration is that the Min. Bars Required is 20 and that the ES only trades 5 days a week. If we then only were to do the Test Period (days) over 28 days we would need to take into consideration the weekend. With there being about 4 weekends over 28 days would would minus 8 days from that getting us just at 20. This is how we know that this needs to be increased.BrandonNinjaTrader Customer Service
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