I am running "walk-forward" optimization.
Used the "WF data range wizard" to set 10 periods of days.
After run #4 , WF stopped with a "object reference not set to an instance of object"
All the days have data and do return trades (in standard optimizer).
Note: I noticed that minutes were not available to select... If this means that minute trades cannot be evaluated, then I'm guessing that is probably the issue.
I could see no way to find what object is failing and running the VS debugger did not catch the error...
Used the "WF data range wizard" to set 10 periods of days.
After run #4 , WF stopped with a "object reference not set to an instance of object"
All the days have data and do return trades (in standard optimizer).
Note: I noticed that minutes were not available to select... If this means that minute trades cannot be evaluated, then I'm guessing that is probably the issue.
I could see no way to find what object is failing and running the VS debugger did not catch the error...
Rename
- ago
#1
Even though only days can be selected by the wizard, this only determines that start and end dates of the WFO ranges. If you've loaded minute based data then the backtests will be conducted at that scale.
If you want to email us over the strategy to info@wealth-lab.com we can take a look at what's going on.
If you want to email us over the strategy to info@wealth-lab.com we can take a look at what's going on.
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