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Walk Forward Optimizer Results Question

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    Walk Forward Optimizer Results Question

    Where do I find the results/settings from the "in sample" data.

    I am optimizing the initial stop distance.

    In the first line results there are no settings shown. Picture 1.

    When I click on the second line the settings are shown. Picture 2. Are these the settings from the "in sample" data that were used in the "out of sample" results?

    My walk forward settings had a date range of 3/1/2018 to 6/17/2019. Optimized on 90 days / Test period 350 days


    Click image for larger version

Name:	Walk Forward 1.JPG
Views:	43
Size:	231.5 KB
ID:	1061044


    Click image for larger version

Name:	Walk Forward 2.JPG
Views:	42
Size:	234.7 KB
ID:	1061045

    #2
    To clarify I should probably have used the word "parameters". What was the optimized parameter for the initial stop distance from the "in sample" data.

    Thank you

    Stefan

    Comment


      #3
      Hello sdauteuil,

      Thank you for your post.

      I'm not able to read the image text in your post. Would you be able to attach them to a post as attachments? It's not letting me enlarge or open them.

      Thanks in advance; I look forward to assisting you further.
      Kate W.NinjaTrader Customer Service

      Comment


        #4

        Hopefully you be able to read this

        Attached Files

        Comment


          #5
          Hello sdauteuil,

          Thank you for your reply.

          The first line of results in a walk forward optimization the aggregate performance & statistics of the full test period. The results you see after you click on the first line is the best setting found for that period of the test. If you right click on a row and select "View Optimization, you'll be able to see the results for the optimization period for that particular time frame. The results you see on the main Walk Forward Optimization are the test period results for the selected period.

          Here is a link to our help guide that goes in to detail on Walk Forward Optimizations:

          https://ninjatrader.com/support/help...e_a_strate.htm

          Please let us know if we may be of further assistance to you.
          Kate W.NinjaTrader Customer Service

          Comment

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