NT is powerful. I'm surprised that NT doesn't offer in sample cross validation. Or I'm surprised that none of my searches (I've searched high and low) revealed this ability or extensions or anyone else wanting it.

Cross validation prevents the optimizer from over fitting curves to data.
Definition of cross validation ... https://en.wikipedia.org/wiki/Cross-...8statistics%29

1) NT can optimize/train on one set of data. 2) During optimization NT should check the fitness (over fitting & under fitting) using a cross validation set of data which is "in sample". 3) Then as a third step, it should apply the parameters to out of sample data that was not used for optimizing or validating.

NT does steps 1 and 3 (room for improvement) but it doesn't seem to do step 2, cross validation. The room for improvement is this manual work should be automated ... "you would need to save your input parameters and re-run the test for the second date range and compare the results" in this thread ...

http://ninjatrader.com/support/forum...+out+of+sample. Also, Walk forward is not the same as cross validation.

With in sample cross validation NT optimizer will avoid over fitting.