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WalkForward
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In that case, then you want to look at the Optimizer tab along with the Walk Forward tab in the Strategy Analyzer. The Optimizer tab shows you all the iterations and their results from the in sample testing. The Walk Forward tab shows you the result of the backtest on the OOS period.Josh P.NinjaTrader Customer Service
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Right, but it if i lock in a optimization period of 330 days and a test period of 36 days i only have one OOS result, which is also what i get when printing to streamwriter(on one year of total data)
I want every parameter combination first optimized on the IS period, backtested on the OS period. Reports Formed and exported for every iteration/generation. I dont think the stock Optimizer is capable.
This looks like a custom job.
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Originally posted by NinjaTrader_Josh View PostIn that case, then you want to look at the Optimizer tab along with the Walk Forward tab in the Strategy Analyzer. The Optimizer tab shows you all the iterations and their results from the in sample testing. The Walk Forward tab shows you the result of the backtest on the OOS period.
Then each line in the optimizer tab would have a corresponding line in the walk forward tab.
Of course it be best if it was all on the same tab with a load of stats such has walk forward efficiency etc, since I have to write all the data out and code those stats myself ;-)
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