Walkforward question

[neb1998]

I understand what the walkforward is doing however i would like to know if there is way to make the following possible:

I set the # of optimization days to 4/5 the amount of data and the test period to 1/5 the amount of days. Can Ninja save the WF results of every iteration? I notice it only saves the best score based on the fitness function i presume.

This is more of a generic WF test than the rolling WF that it looks like this was designed for, much like that of the GGO of the grail system.

If a 3rd party developer could program this i would also be very interested in getting started with this asap.

[NinjaTrader_Brett]

Hello,

Thanks for your forum post.

Correct NinjaTrader does a type of rolling aka walk forward optimization.

To do what you describe would either be a manual process consituting running a optimize on your side and then taking the optimize parameters and running it a backtest on some sort of out of sample test.

Or having a third party programmer add it code to do this for you.

http://www.ninjatrader.com/partners#Third-Party-Add-Ons

Let me know if I can be of further assistance.

[neb1998]

Thanks Brett, i am looking into 3rd party development of this solution now.

Manually is painful!