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Walk forward requests

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    Walk forward requests

    2 requests.

    1) After a walk forward optimization has completed I'd like to copy the optimized settings over to the user inputs. Be great to have a way to copy over specific field input and also copy over all the settings. Perhaps by adding the selections under the right click menu. For instance, when looking at the optimized results do Right Click > Copy xxx to User Input. Also, Right Click > Copy All Optimized Settings to User Inputs.

    2) A Graph showing total of daily walk forward results. For instance, if I do a walk forward from 1/1/10 through 1/30/10, using Optimize period 1 and Test period 1, it will show 30 different periods with graphs for each day, which is fine. However, I'd like to be able to see a graph of all those 30 days combined.

    #2
    Thank you for the suggestions, Trankuility. I will forward to our development team for consideration in a future release.
    Ryan M.NinjaTrader Customer Service

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      #3
      I would like to second Trankuility's request for a composite graph for all of the test periods combined. Not having such a graph severely limits the practical usefulness of the Walk Forward feature, making it very difficult to compare WFO results to classic optimization results. It send the serious user off into a search for third party add ons to bridge this gap.

      In lieu of that, this might be a good place to ask whether anyone can suggest some good NT compatible software (or even XL solutions) for analyzing optimization results. Suggestions would be highly appreciated.

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        #4
        Thank you for the suggestions, raintree.
        Ryan M.NinjaTrader Customer Service

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