Is NinjaTrader's Walk Forward Optimization worth a damn?

Discussion in 'Automated Trading' started by SomeYoungGuy, Sep 13, 2011.

  1. Because if so, I'm going to have all the money in about 18 months. lol

    Seriously though, has anybody used this? It seems buggy. It's telling me that my strategy is absurdly profitable. I can't see under the hood so I just don't know if I can trust it.

    I'm running my strat against currency futures if that matters. I have 6 years of data, and it's coming out a consistent money maker against all the majors for that whole time period, so you can see why I'm skeptical.
  2. ...I have no idea, but can I plead for you to leave a little for me?:p
  3. auspiv


    run it live for a while (few weeks-months) on a sim account and see if its still profitable