NinjaTrader Genetic Optimizer

January 24th, 2010, 09:16 PM

piersh

yeah, i got some of it kinda ported over, but i ran into a problem with some weird exceptions that NT7 was throwing. i tried asking on the NT support forum but all I got back was the generic "buy into our affiliate support network" bullshit. after that i kinda lost motivation, but i dare say i'll get it working eventually...

piersh,

What can the users of futures.io (formerly BMT) do to help with this? I really dislike the GO in NT7. I want yours!

Maybe we can start a petition or something on your behalf, to show the amount of support you have behind you, so NT gives you the resources you need to get it fixed?

What else can we do to help?

Mike

January 25th, 2010, 03:49 AM

Big Mike

piersh,

What can the users of futures.io (formerly BMT) do to help with this? I really dislike the GO in NT7. I want yours!

Maybe we can start a petition or something on your behalf, to show the amount of support you have behind you, so NT gives you the resources you need to get it fixed?

What else can we do to help?

Mike

I made a bit of progress with the NT7 port. I should have something for you to try in a day or two...

January 25th, 2010, 08:45 AM

Hi guys,

Not to discourage Piersh , who I am sure will do a fantastic job and make a state-of-art Genetic optimizer (probably much more fine-tunable) but ....

Did you know there is a new version of NT 7.0.0.6 which from what I can see contains a many changes ..... try to download it if you do not have it ....(same link)

Run huge backtests and many bugs was experiencing with the GO do not appear anymore ....

Let me know if the same for you ...

January 25th, 2010, 02:41 PM

I've uploaded a new version v1.08, available here.

this version supports both NT6.5 & NT7, although I haven't done much testing with it so there may well be issues - let me know if it's not working for you...

January 26th, 2010, 12:29 AM

piersh

I've uploaded a new version v1.08, available here.

this version supports both NT6.5 & NT7, although I haven't done much testing with it so there may well be issues - let me know if it's not working for you...

Hi Piersh,

I've had problems with regards to Aborting the optimization. When I click abort, it says "Aborting Please Wait" in Control Center, but the results never get populated.

Code

CL 03-10: gen 1/200, 43.2 ips, max PERF: 162.93, stability PERF: 54.08    Fast=90,    Slow=23
CL 03-10: gen 2/200, 43.5 ips, max PERF: 909.60, stability PERF: 220.97    Fast=88,    Slow=55
CL 03-10: gen 3/200, 46.4 ips, max PERF: 909.60, stability PERF: 459.05    Fast=88,    Slow=55
CL 03-10: gen 4/200, 48.1 ips, max PERF: 909.60, stability PERF: 551.48    Fast=88,    Slow=55
CL 03-10: gen 5/200, 49.6 ips, max PERF: 909.60, stability PERF: 582.28    Fast=88,    Slow=55
CL 03-10: gen 6/200, 50.6 ips, max PERF: 1,653.28, stability PERF: 730.80    Fast=14,    Slow=8
CL 03-10: gen 7/200, 49.6 ips, max PERF: 1,964.03, stability PERF: 1,067.70    Fast=14,    Slow=11
CL 03-10: gen 8/200, 49.4 ips, max PERF: 3,097.50, stability PERF: 1,558.31    Fast=13,    Slow=11
CL 03-10: gen 9/200, 49.1 ips, max PERF: 3,097.50, stability PERF: 1,740.34    Fast=13,    Slow=11
CL 03-10: gen 10/200, 48.7 ips, max PERF: 3,097.50, stability PERF: 1,831.45    Fast=13,    Slow=11
CL 03-10: gen 11/200, 48.5 ips, max PERF: 3,097.50, stability PERF: 1,831.45    Fast=13,    Slow=11
CL 03-10: reset
System.Exception: user aborted
   at NinjaTrader.Strategy.PHOptimizationMethod.RunIteration(ParameterSet child)
   at NinjaTrader.Strategy.PHOptimizationMethod.RunIterations[T](IEnumerable`1 rgChildren)
   at NinjaTrader.Strategy.PHGenetic.ScoreGeneration(IEnumerable`1 rgChildren)
   at NinjaTrader.Strategy.PHGenetic.Optimize()
Fast=    13
Slow=    11

I clicked abort on generation 11 above for instance, it threw this Exception.

I was just using the simple built-in crossover strategy.

NT7 beta 6.

Mike

January 26th, 2010, 01:25 AM

Big Mike

I've had problems with regards to Aborting the optimization. When I click abort, it says "Aborting Please Wait" in Control Center, but the results never get populated.

Thanks, Mike! v1.09 should fix this issue.

January 26th, 2010, 01:53 AM

piersh

Thanks, Mike! v1.09 should fix this issue.

Awesome.

I just created a quick video that I'll be posting to the site soon, it features your optimizer so I'll post a link here after I finish uploading the video (will take a while). The video was just meant as a starting tutorial for creating strategies and optimizing them in NT.

Mike

January 26th, 2010, 04:39 AM

Here is the video on creating a strategy, and optimizing using PH Genetic:

VIDEO TUTORIAL: How to create an advanced NinjaTrader Strategy

In this video tutorial I show how to create a strategy from scratch (not using the wizard, which I never use).

The strategy contains a few optimizable parameters such as SMA length, EMA length, HMA length, three different targets with custom tick settings …

Mike

February 4th, 2010, 01:52 PM

First, thanks to piersh for creating this. It's exactly what I was looking for.

Second, has anyone been able to use this for all the combos with the SuperTrend? I've tried enuming all the different variables (period, multiplier, MA, smoothing period, mode) but am completely stuck. I've read every post on this thread but I still got nada. Anyway, any pointers would be greatly appreciated.

Thanks,
Dave

February 4th, 2010, 02:05 PM

dsraider

First, thanks to piersh for creating this. It's exactly what I was looking for.

Second, has anyone been able to use this for all the combos with the SuperTrend? I've tried enuming all the different variables (period, multiplier, MA, smoothing period, mode) but am completely stuck. I've read every post on this thread but I still got nada. Anyway, any pointers would be greatly appreciated.

Thanks,
Dave

you should only need to 'enum' the MA and mode parameters, the others will just be regular int/doubles. what's the problem you're seeing?

NinjaTrader Genetic Optimizer

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NinjaTrader Genetic Optimizer