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Strategy Walk-Forward testing

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    Strategy Walk-Forward testing

    I have a strategy that trades on a 3000 tick chart ES. I want to walk forward test this strategy for the last year to see how the stats come out.. I don't want to optimize but just walk forward. I do not have any saved data files.
    What steps to accomplish this ??

    #2
    Hello gg80108,

    Thank you for your post.

    First item you will need is data to run the test on. You will need to connect to a data feed provider to download the data. If you are looking for daily data you can connect to Kinetick EOD Free.

    For information on Walk Forward Optimization please visit the following link: http://www.ninjatrader.com/support/h...e_a_strate.htm

    Please let me know if I may be of further assistance.
    Patrick H.NinjaTrader Customer Service

    Comment


      #3
      1. Seems like the NT walk forward complains if u don't have any parms to optimize which my strategy doesnt.
      2. I want to test a year, is there a continuous contract of tic data?
      3. dont think EOD actually has tic data but just the OHLC of each bar.

      Comment


        #4
        Originally posted by gg80108 View Post
        1. Seems like the NT walk forward complains if u don't have any parms to optimize which my strategy doesnt.
        2. I want to test a year, is there a continuous contract of tic data?
        3. dont think EOD actually has tic data but just the OHLC of each bar.
        Make a dummy parameter.

        Comment


          #5
          Hello gg80108,

          Thank you for your response.

          1. Seems like the NT walk forward complains if u don't have any parms to optimize which my strategy doesnt.
          As koganam mentioned, simply create a dummy parameter that you don't use in the calculations but is listed in the parameters section.
          2. I want to test a year, is there a continuous contract of tic data?
          Depends on the data feed provider you are using. Continuous contracts in NinjaTrader are ##-##, these are available from Kientick EOD Free.
          3. dont think EOD actually has tic data but just the OHLC of each bar.
          You are correct, the Kinetick EOD Free connection only has Daily data available not Tick or Minute data. So no intra-day data.

          If you are interested in acquiring a real-time data feed from Kinetick please visit the following link: https://www.kinetick.com/purchase

          Please let me know if I may be of further assistance.
          Patrick H.NinjaTrader Customer Service

          Comment

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