Request ability to optimize the walk-forward optimization period and test period

[mrengleman]

I think it would be useful to be able to have ninjatrader be able to optimize the optimization period and test period when conducting walk forward analysis.

This would save considerable time when trying to determine how frequently a system should be re-optimized to maximize profit.

I see that member balucang requested this feature back in 2014 in this thread.

http://ninjatrader.com/support/forum/showthread.php?t=63739&highlight=walk+forward

As he said, cluster/matrix analysis is crucial for determining the robustness of your optimization period and test period and Tradestation has had it for many years.

Please add my vote to his for this feature. I cannot purchase Ninjatrader till it has this feature.

[NinjaTrader_JessicaP]

Hello mrengleman,


I have submitted a feature request to the product management team for the following feature :

This client would like to be able to optimize the optimization period and test period parameters in the Strategy Analyzer.

I will follow up with more information as soon as it's available. If the feature requests already exists, a vote will be added to it.


Please let us know if there are any other ways we can help.

[NinjaTrader_JessicaP]

Hello mrengleman,

This feature is being reviewed by the product management team and has been assigned the following unique tracking ID

SFT-1287

[staycool3_a]

+1 more requesting this feature:

ability for n8 to optimize optimization period and optimization test period

[akuush]

Update on WF Cluster Analysis

Any update on this feature?

Like suggested by other members TradeStation has WF Cluster Analysis for a while now. I see "SFT-1287" was assigned to this feature for tracking. How or where do I track this feature's development?

[NinjaTrader_Jim]

Hello akuush,

This feature request is still being tracked with the ticket ID SFT-1287. As with other feature requests, we cannot present an ETA as they are fulfilled based on the development team's schedule and priorities. Upon implementation, the ticket ID can be found publicly on the Release Notes page of the help guide. I'll provide a link below.

Release Notes: https://ninjatrader.com/support/help...ease_notes.htm

Please let us know if there is anything else we can do to assist.