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DB Default Optimizer - Enum/Bool Support
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://forum.ninjatrader.com/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
Details:
DB Default Optimizer - Enum/Bool Support
Category:
NinjaTrader 7 Strategies
August 10th, 2010
Size: 4.49 KB
Downloaded: 477 times
Keywords:
genetic
optimizer
enum
599
TraderDJB
View Download Details
May 1st, 2013 09:59 PM
kbeary33
Fantastic! Although a GO is undoubtedly faster, I prefer the standard optimizers for plotting parameter maps, and identi
fying the robustness of the final values.
Many thanks!
March 24th, 2013 06:32 AM
darko232
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