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Issues with Walkforward backtest


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Issues with Walkforward backtest

  #1 (permalink)
 Patric 
Chicago,il,USA
 
Experience: Beginner
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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

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  #2 (permalink)
 
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 MrYou 
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Patric View Post
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)
 Patric 
Chicago,il,USA
 
Experience: Beginner
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Problem fixed thank you very much

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  #4 (permalink)
 Patric 
Chicago,il,USA
 
Experience: Beginner
Platform: NinjaTrader
Trading: oil
Posts: 7 since Oct 2012
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MrYou View Post
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.

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Last Updated on February 7, 2014


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