No overall trade results from walkforward optimization?

[risingfire]

I would like to view a composite list of all trades (and metric graphs) from a walkforward optimization. All the various periods are listed in the Walkforward tab, but the Instrument tab only shows "Summary" results in the summary tab. The Graphs/Trades/etc. tabs all remain empty.

For example:



The summary tab has an overall summary of the walkforward optimization results for the entire time period.

But the other tabs (graphs/trades/etc.) are blank:



How can I view graphs and trades from the combined results of the walkforward optimization?

[NinjaTrader_ChelseaB]

Hello risingfire,

Thank you for your note.

There is not a supported way to combine these results. You would need to export the results to Excel and combine them in Excel.

Right-click Grid -> select Export to Excel...


NinjaTrader does not do this, because once the trade are combined, the results lose their meaning. The optimization summary does not use all trades made by each step of the walk forward.

[risingfire]

Right-click Grid -> select Export to Excel...

Thanks Chelsea for your reply. I did as you suggested an exported each walkthrough. But this was quite involved as there were *many* walkthrough trade results to export and then cut-n-paste combine in one excel spreadsheet. Surely there is a more efficient way to do this?

Could I perhaps access the trade results programatically via C#? I could then write them to a file for further processing.

NinjaTrader does not do this, because once the trade are combined, the results lose their meaning. The optimization summary does not use all trades made by each step of the walk forward.

I'm not sure I understand. Once trades are combined from each walkthrough period, the combined results have great meaning and importance. These are the trades that were a result of previous optimizations.

And the summary tab on the Instrument panel DOES show the results of these combined trades. This is clearly evident on the screenshot I provided in my previous post. There were a total of 640 trades across all walkforward periods, and these are on one, combined summary screen on the Instrument tab.

Since those summary results were provided, it would then seem to make sense that the graphs and trade list that created that summary would also be available in the tabs on the Instrument panel. But they are blank.

It just feels incomplete, to have the summary of all trades, but then leave the other tabs (chart, graphs, trades, etc.) blank.

Does that make sense? If so, perhaps this can be a recommendation for future releases.

[risingfire]

The optimization summary does not use all trades made by each step of the walk forward.

I just realized that you may have misread my message... I am doing a *walkforward* optimization, not simply a group of optimizations on one time period. I think you may be referring to optimization only. In that case, then, yes, it would not make sense to combine optimization results.

I want to access the trade results from a complete *walkforward* optimization.

[NinjaTrader_PatrickH]

Hello risingfire,

Thank you for your response.

In both Optimizations and Walk Forward, what Chelsea advised is true.
I will forward this as a suggestion to the development team.