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NinjaTrader 8 - Walk Forward Optimization

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    NinjaTrader 8 - Walk Forward Optimization

    Hi NT,

    I like what I saw so far in NT8 - however, I do have a question:

    1) Simple (default settings) Daily bars 6E chart in a Strategy Analyzer, as in pic below.
    2) Choose Sample MA crossover as a Strategy
    3) Set backtest-type to WFO w/ In/Out days 56/56
    4) Run multiple times - check the pictures

    Why do I get different results each time I run it?
    Chart is the same, data is the same, Optimization/test periods are the same - final result should be <stable>.
    As you can see differences are huge as well - looking at results one might think the WFO engine is just not working ok.


    Attached Files
    Last edited by andrei.reiand; 11-18-2015, 04:54 AM.

    #2
    Hello,

    Thank you for the report.

    I was able to confirm this on my end and have submitted a report to development to look into this further .

    I look forward to being of further assistance.
    JesseNinjaTrader Customer Service

    Comment


      #3
      I have found that the error exists in NT 7.

      Comment

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