When optimizing / walking forward, Is there a way to look at a strategy indicators sensitivity, e.g. best performing periods / deviations ?
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Optimization / Walk forard, strategy indicators sensitivity
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Optimization / Walk forard, strategy indicators sensitivity
Hello,
When optimizing / walking forward, Is there a way to look at a strategy indicators sensitivity, e.g. best performing periods / deviations ?
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Hello YakusaTrader,
Thanks for your post.
Sensitivity is not a performance metric that is currently available, but this sounds like an interesting thing to utilize in a backtest.
I went ahead and submitted this as a feature request to the Development team. The internal tracking number for this feature request is SFT-3874. Please reference this internal tracking number if you ever have questions regarding this feature request.
When a feature request is implemented, you'll find it in the release notes: http://ninjatrader.com/support/helpG...ease_notes.htm
Please let me know if I can be of further assistance.
Josh G.NinjaTrader Customer Service
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