I'm trying to wrap my head around the walk forward portion of NT.
I must not be understanding this correctly. The strategy I'm currently testing is performing around a 13 profit factor and 93% percent profitable. This just seems impossible. (Even in back testing, where you could say there was curve fitting, I was only getting a 3-5 profit factor with 70-80% profitable.) With walk forward, I've been picking both random dates and long consecutive runs with those same 90+% results.
This is a 1min strategy. So, I'm using small optimization periods. My optimization period is at 2 days and my test period is for 1 day.
Just so I'm clear. I have some questions.
1) Using a 2 day opt and 1 day test literally means that NT will optimize for two days and use the best settings on the third day? It is not doing any curve fitting or optimizing on that third day? Is that correct?
2) If I want to match these results (not taking into account slippage and everything else that goes wrong during live trading), I simply optimize every night for the last two days and use those results in my strategy for the next day of trading?
3) I'm using NT 7, and the optimization settings are "Default 24/7". Since I'm running this strat on ES, when would be the best time to run my 2-day optimization to be ready for the third day of live trading? I hope this makes sense. I'm trying to figure out at what time NT would be running the 2-day walk forward optimization process (when using the Default 24/7 settings).
Many thanks
I must not be understanding this correctly. The strategy I'm currently testing is performing around a 13 profit factor and 93% percent profitable. This just seems impossible. (Even in back testing, where you could say there was curve fitting, I was only getting a 3-5 profit factor with 70-80% profitable.) With walk forward, I've been picking both random dates and long consecutive runs with those same 90+% results.
This is a 1min strategy. So, I'm using small optimization periods. My optimization period is at 2 days and my test period is for 1 day.
Just so I'm clear. I have some questions.
1) Using a 2 day opt and 1 day test literally means that NT will optimize for two days and use the best settings on the third day? It is not doing any curve fitting or optimizing on that third day? Is that correct?
2) If I want to match these results (not taking into account slippage and everything else that goes wrong during live trading), I simply optimize every night for the last two days and use those results in my strategy for the next day of trading?
3) I'm using NT 7, and the optimization settings are "Default 24/7". Since I'm running this strat on ES, when would be the best time to run my 2-day optimization to be ready for the third day of live trading? I hope this makes sense. I'm trying to figure out at what time NT would be running the 2-day walk forward optimization process (when using the Default 24/7 settings).
Many thanks
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