I'm running Walk Forward optimization over a period of 1 month with Optimization Period of 5 days and Test Period of 1 day.
When i get the results in the Walk Forward or Instrument tab i see in the trades the optimization trades that aren't supposed to be there and then all the results of the walk forward are wrong.
But, when i increasing the Optimization Period to 15 and Test Period to 5 the results are good.
Why ninja cant handle walk forward optimization of small test period??
Igal
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