Bug Report: problem in walk forward optimization

[Sutekh]

Hi!
I found the problem in the walk forward optimization (WFO).
It gives no true result in the tab WFO. Namely include the results of the previous day which should not be included in this backtest. Screenshot in attachments.

What can I do to try to avoid this bug?

[NinjaTrader_DaveI]

Hello,

This is likely due to the Default 24/7 session template that is applied in your WFO. When using session templates that are 24 hrs with times that cross multiple days, it is expected that backtests will include trades from the date before and the date after. This is because those dates are required to get the full trading session as defined by the session template.

In this example, it is likely using the entire week for your Test period of 1, due to the way the session template is set up.

[Sutekh]

I changed the session template to <use instruments settings>, than I chose the session template manually for CL. But nothing has changed.

[NinjaTrader_DaveI]

Hello,

That does seem odd. We may need to schedule a remote support session, so that I can take a look at exactly what is happening. If that will work for you, please send an email to platformsupport [at] ninjatrader [dot] com with the following info, and reference ticket # 1313178:

* A time window where I can log in to your PC (please include a time zone)
* Shortly before our scheduled time, please launch our remote support application from the following link, http://www.ninjatrader.com/rs. Once launched, the application will provide you with an ID# and password. Please email these numbers to me, and I will be able to connect. Keep the program running for me to connect.

I look forward to your reply.

[Sutekh]

Let's do it now, I sent a login and password personal message

[NinjaTrader_DaveI]

Hello,

It looks like I missed you. Feel free to send us an email with the info and a good time for you, and I will be happy to log on and take a look.