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walk forward optimization

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    walk forward optimization

    hello

    I have just run a backtest for 21 months..based on this time frame, what should my WFO settings be?

    In the past I have just left it on default settings:

    best # results 10
    optimization period 28 days

    the above settings I have never adjusted

    #2
    Hello Shooly76,

    Thank you for your note.

    There is no right or wrong answer here. This is all dependent on how you want to sample the data for your calculations.

    I would take a look at the link below on Optimization and Walk Forward to get a better understanding of the parameters that you can adjust for your use.
    http://www.ninjatrader.com/support/h...a_strategy.htm
    http://www.ninjatrader.com/support/h...e_a_strate.htm
    Cal H.NinjaTrader Customer Service

    Comment


      #3
      forgot to add:

      backtest total trade # was 6882

      Comment

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