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DB Default Optimizer - Enum/Bool Support 5 *
This was designed to replace the standard "default" optimization option by providing enum and bool selection support for the optimizations. As I got into it, I ended up adding extra features to assist my analysis.

Usage: After installing, select DB Default in Strategy Analyzer underneath "Optimizer".

Output CSV: Options are "Values", "Numeric", and "Both". It will output your choice under "Documents/NinjaTrader 7/DB Optimization Outputs" the performance and parameters of every iteration in an optimization or walk-forward. Values are what you would normally expect, but "Numeric" is with the bool/enums as numbers that represent their indexes so that numerical computations can be applied, such as averages. Both is a .csv file that has first the values and secondly the numeric values in additional columns to the right.

Optimizer MC: This is an option to enable or disable multi-core processor support for the optimizations. There is a bug with NT present as of B19 I reported and they acknowledged here (https://www.ninjatrader.com/support/forum/showthread.php?p=184555) but has not been addressed yet. As a workaround this option was created to run the optimizations in single core mode. It affects all optimizers and some inconsistency can be attributed to it.

Optimizer Pool WF: If a name is put here, it will pool the results instead of generating individual files for the walk forward from the different periods.

Optimizer Sound: Probably my favorite feature for lengthy optimizations, when set to true and the optimization completes, it will run the NT "Cha Ching!" cash register sound when the optimization completed.

- Trader DB


Category NinjaTrader 7 Strategies 
 
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Details: DB Default Optimizer - Enum/Bool Support
Category: NinjaTrader 7 Strategies 


August 10th, 2010
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Keywords: genetic optimizer enum
Comments/ratings
5 * darko232 March 24th, 2013 06:32 AM
No Comment
5 * kbeary33 May 1st, 2013 09:59 PM
Fantastic! Although a GO is undoubtedly faster, I prefer the standard optimizers for plotting parameter maps, and identifying the robustness of the final values.

Many thanks!

 
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