Walk Forward Positions

[Bmatarese]

Hi,

When running my walk forwards I see that positions exit at the end of the test period regardless of exit on session close or not. Is there any way to hold positions from one test period to the next?

Thanks

[NinjaTrader_BrandonH]

Hello Bmatarese,

Thanks for your post.

No, this would not be possible. Each iteration is a separate test and it is not in the nature of Walk-Forward Optimization to hold positions from the previous test period to the next.

Let us know if we may assist further.