Go Back   NinjaTrader Support Forum > Suggestions and Feedback > Suggestions And Feedback

Suggestions And Feedback New feature suggestions and feedback.

Thread Tools Display Modes
Old 03-17-2014, 11:56 AM   #1
Junior Member
Join Date: Dec 2013
Location: Sevilla, Spain
Posts: 17
Thanks: 0
Thanked 0 times in 0 posts
Default Wrong indicators in walk-forward analysis charts

Hello NT team,

Attached chart #1 is an out-of-sample test of a walk-forward analysis of a moving average crossovers strategy. As you can see there is no crossover, however there are 3 trades. Important: The chart displays the beginning of the test period.

Attached chart #2 is the same strategy and the same parameter values, but this time is a manual backtest over a longer timeframe. The indicators are calculated with more data and they are shown differently. As you can see the trades are the same (check the prices) and this time the data is coherent.

Conclusion: The indicators displayed in walk-forward analysis charts are not those used in strategy calculations. Therefore they are wrong.

Attached Images
File Type: png chart 1.png (37.4 KB, 4 views)
File Type: png chart 2.png (37.9 KB, 3 views)
pintope is offline  
Reply With Quote
Old 03-17-2014, 12:31 PM   #2
NinjaTrader Customer Service
NinjaTrader_Brandon's Avatar
Join Date: Nov 2011
Location: Denver, CO
Posts: 1,338
Thanks: 25
Thanked 202 times in 189 posts

Hello pintope,

Thanks for your post.

I will send your feedback for development to take into consideration.
NinjaTrader_Brandon is offline  
Reply With Quote

Thread Tools
Display Modes

Posting Rules
You may not post new threads
You may not post replies
You may not post attachments
You may not edit your posts

BB code is On
Smilies are On
[IMG] code is On
HTML code is Off

Forum Jump

Similar Threads
Thread Thread Starter Forum Replies Last Post
walk forward cluster analysis and NT8 balucang Suggestions And Feedback 1 02-05-2014 05:26 AM
Max drawdown in walk forward analysis balucang Strategy Analyzer 2 01-28-2014 05:57 PM
Walk Forward Analysis over contract roll GKonheiser Strategy Analyzer 5 10-15-2013 02:04 AM
Walk forward does WHAT? raycam Strategy Analyzer 3 08-19-2009 07:00 AM
New Partner for Walk Forward Analysis! NinjaTrader_Ray News and Announcements 0 04-29-2009 09:47 AM

All times are GMT -6. The time now is 05:42 PM.

FULL RISK DISCLOSURE: Futures trading contains substantial risk and is not for every investor. An investor could potentially lose all or more than the initial investment. Risk capital is money that can be lost without jeopardizing ones financial security or lifestyle. Only risk capital should be used for trading and only those with sufficient risk capital should consider trading. Past performance is not necessarily indicative of future results. View Full Risk Disclosure.