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How to reset some data on walk-forward optimization? (image attached)

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    How to reset some data on walk-forward optimization? (image attached)

    Hello,

    Does anybody knows how to reset some data on walk-forward optimization?
    For example I have:
    30 days optimization => 20 test; 30 days optimization => 20 test. So basically how to reset before each 30 days of optimization?

    --------
    And if this is not possible, another question would be how to keep order of optimized parameter. What I mean by that, for example I have a parameter RunCounter(0-10). So I want it to be optimized in this order: 0,1,2,3,4,5,...10. This way I could reset my data if RunCounter==0. I accept the fact it will be slower, because it will not be multi-threaded anymore.
    --------

    Anybody has any ideas how this could be achieved in NT8?

    P.S. On attached image blue arrows is where I want to run some reset code(once, not for each parameter of optimization).
    Attached Files
    Last edited by login_dejavu; 05-27-2018, 01:28 AM.

    #2
    Hello login_dejavu,

    Thank you for your note.

    You could use Instantiate On Each Optimization. Please see the following section of our helpguide,

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

    Please let us know if you need further assistance.
    Alan P.NinjaTrader Customer Service

    Comment


      #3
      Hi Alan,

      thanks for your reply! Unfortunately this does not guarantee the order of optimization parameter. Like I said I want the order to be preserved. For example if I have parameter "RunCounter" and I optimize it for range 1-10, I want it to be optimized in following order: 1,2,3,4....10. But if I print message on State=Configure order is always different.

      Comment


        #4
        Hello login_dejavu,

        This may be possible however would be unsupported.

        I will put in a feature request on your behalf.

        Please let us know if you need further assistance.
        Alan P.NinjaTrader Customer Service

        Comment

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