• If this is your first visit, you will have to register before you can post. To view messages, please scroll below and select the forum that you would like to visits. Questions? Be sure to check out the Forum FAQ.

Announcement

Collapse
No announcement yet.

Partner 728x90

Collapse

Walk forward

Collapse
X
 
  • Filter
  • Time
  • Show
Clear All
new posts

    Walk forward

    How can I compare IS with OS results?

    #2
    Hi wagner4691, thanks for your post.

    In NinjaTrader we can use the Strategy Analyzer to perform Walk Forward optimizations:
    https://ninjatrader.com/support/help...e_a_strate.htm

    In the "Optimization Period" a regular optimization will take place. Then the optimized parameters are used on the "Test Period". In the results panel, the "Test Period" results will be shown. To see the optimization results for that test period right click it and select Open Optimization Results.

    Please let me know if you have any questions on this material.
    Chris L.NinjaTrader Customer Service

    Comment


      #3

      Comment


        #4
        I did but it shows the out of sample result

        Comment


          #5
          Please let me know if you understand my doubt . Thanks

          Comment


            #6
            One more exemple. When I Open Optimization Results, the period is the same and results is the same of out of sample. Could you help me please?

            Comment


              #7
              Can you help me please?

              Comment


                #8
                Hi wagner4691, thanks for your reply.

                When you right click and "View Optimization Results" it will open up a new Strategy Analyzer window and show the results from out sample at the top. The optimization results below this list contain the in sample backtest results for the optimization.

                e.g. https://clauber.tinytake.com/tt/NDEwNDkwMV8xMjYzMTAyNw

                Let me know if you have any further questions.
                Chris L.NinjaTrader Customer Service

                Comment

                Latest Posts

                Collapse

                Topics Statistics Last Post
                Started by billythekid72, Today, 07:10 AM
                0 responses
                1 view
                0 likes
                Last Post billythekid72  
                Started by tgordon78, Today, 07:09 AM
                0 responses
                1 view
                0 likes
                Last Post tgordon78  
                Started by zergrush, Today, 12:17 AM
                6 responses
                20 views
                0 likes
                Last Post zergrush  
                Started by HiddenPhilosopher, Today, 03:53 AM
                0 responses
                7 views
                0 likes
                Last Post HiddenPhilosopher  
                Started by Leeroy_Jenkins, Today, 03:00 AM
                0 responses
                8 views
                0 likes
                Last Post Leeroy_Jenkins  
                Working...
                X