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Issues with Walkforward backtest
Updated February 7, 2014
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Issues with Walkforward backtest
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#1 (permalink )
Chicago,il,USA
Experience: Beginner
Platform: NinjaTrader
Trading: oil
Posts: 7 since Oct 2012
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I found a problem when I use Ninjatrader walkforward back test , the final result is not accurate. For instance, I run a 5 day optimization and 1 day back test for 1 month, the walkforward results are not 1 day plus 1 day. Some include 2 or 3 days back test result, so I wonder how to fix this problem
Can you help answer these questions from other members on futures io?
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#2 (permalink )
NC, USA
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Patric
I found a problem when I use
Ninjatrader walkforward
back test , the final result is not accurate. For instance, I run a 5 day optimization and 1 day back test for 1 month, the walkforward results are not 1 day plus 1 day. Some include 2 or 3 days back test result, so I wonder how to fix this problem
I believe this result is caused by the session template you are using. You'll either need to choose another template or create your own.
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#3 (permalink )
Chicago,il,USA
Experience: Beginner
Platform: NinjaTrader
Trading: oil
Posts: 7 since Oct 2012
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Problem fixed thank you very much
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#4 (permalink )
Chicago,il,USA
Experience: Beginner
Platform: NinjaTrader
Trading: oil
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MrYou
I believe this result is caused by the session template you are using. You'll either need to choose another template or create your own.
But after I create my own session, in the walkforward test day, it shows the day before the actual day.
Last Updated on February 7, 2014
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