NinjaTrader Genetic Optimizer - NinjaTrader Programming | futures io social day trading
futures io futures trading


NinjaTrader Genetic Optimizer
Updated: Views / Replies:54,023 / 197
Created: by piersh Attachments:19

Welcome to futures io.

(If you already have an account, login at the top of the page)

futures io is the largest futures trading community on the planet, with over 90,000 members. At futures io, our goal has always been and always will be to create a friendly, positive, forward-thinking community where members can openly share and discuss everything the world of trading has to offer. The community is one of the friendliest you will find on any subject, with members going out of their way to help others. Some of the primary differences between futures io and other trading sites revolve around the standards of our community. Those standards include a code of conduct for our members, as well as extremely high standards that govern which partners we do business with, and which products or services we recommend to our members.

At futures io, our focus is on quality education. No hype, gimmicks, or secret sauce. The truth is: trading is hard. To succeed, you need to surround yourself with the right support system, educational content, and trading mentors Ė all of which you can find on futures io, utilizing our social trading environment.

With futures io, you can find honest trading reviews on brokers, trading rooms, indicator packages, trading strategies, and much more. Our trading review process is highly moderated to ensure that only genuine users are allowed, so you donít need to worry about fake reviews.

We are fundamentally different than most other trading sites:
  • We are here to help. Just let us know what you need.
  • We work extremely hard to keep things positive in our community.
  • We do not tolerate rude behavior, trolling, or vendors advertising in posts.
  • We firmly believe in and encourage sharing. The holy grail is within you, we can help you find it.
  • We expect our members to participate and become a part of the community. Help yourself by helping others.

You'll need to register in order to view the content of the threads and start contributing to our community.  It's free and simple.

-- Big Mike, Site Administrator

Reply
 19  
 
Thread Tools Search this Thread
 

NinjaTrader Genetic Optimizer

  #91 (permalink)
Site Administrator
Manta, Ecuador
 
Futures Experience: Advanced
Platform: My own custom solution
Favorite Futures: E-mini ES S&P 500
 
Big Mike's Avatar
 
Posts: 46,238 since Jun 2009
Thanks: 29,350 given, 83,217 received


piersh View Post
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

Due to time constraints, please do not PM me if your question can be resolved or answered on the forum.

Need help?
1) Stop changing things. No new indicators, charts, or methods. Be consistent with what is in front of you first.
2) Start a journal and post to it daily with the trades you made to show your strengths and weaknesses.
3) Set goals for yourself to reach daily. Make them about how you trade, not how much money you make.
4) Accept responsibility for your actions. Stop looking elsewhere to explain away poor performance.
5) Where to start as a trader? Watch this webinar and read this thread for hundreds of questions and answers.
6)
Help using the forum? Watch this video to learn general tips on using the site.

If you want
to support our community, become an Elite Member.

Reply With Quote
 
  #92 (permalink)
Member
California
 
Futures Experience: Beginner
Platform: NinjaTrader
 
Posts: 87 since Jun 2009
Thanks: 5 given, 119 received


Big Mike View Post
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...

Reply With Quote
The following 3 users say Thank You to piersh for this post:
 
  #93 (permalink)
Elite Member
New York
 
Futures Experience: Advanced
Platform: NT
 
gabga100's Avatar
 
Posts: 147 since Nov 2009
Thanks: 44 given, 69 received

GO


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 ...

You know what you know but you do not know what you do not know.
You do not see things how they are, you see things how you are.
In life you do what you want but you do not want what you want.
Reply With Quote
 
  #94 (permalink)
Member
California
 
Futures Experience: Beginner
Platform: NinjaTrader
 
Posts: 87 since Jun 2009
Thanks: 5 given, 119 received

New version, supports NT7

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...

Reply With Quote
The following 4 users say Thank You to piersh for this post:
 
  #95 (permalink)
Site Administrator
Manta, Ecuador
 
Futures Experience: Advanced
Platform: My own custom solution
Favorite Futures: E-mini ES S&P 500
 
Big Mike's Avatar
 
Posts: 46,238 since Jun 2009
Thanks: 29,350 given, 83,217 received


piersh View Post
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

Due to time constraints, please do not PM me if your question can be resolved or answered on the forum.

Need help?
1) Stop changing things. No new indicators, charts, or methods. Be consistent with what is in front of you first.
2) Start a journal and post to it daily with the trades you made to show your strengths and weaknesses.
3) Set goals for yourself to reach daily. Make them about how you trade, not how much money you make.
4) Accept responsibility for your actions. Stop looking elsewhere to explain away poor performance.
5) Where to start as a trader? Watch this webinar and read this thread for hundreds of questions and answers.
6)
Help using the forum? Watch this video to learn general tips on using the site.

If you want
to support our community, become an Elite Member.

Reply With Quote
The following user says Thank You to Big Mike for this post:
 
  #96 (permalink)
Member
California
 
Futures Experience: Beginner
Platform: NinjaTrader
 
Posts: 87 since Jun 2009
Thanks: 5 given, 119 received


Big Mike View Post
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.

Reply With Quote
The following user says Thank You to piersh for this post:
 
  #97 (permalink)
Site Administrator
Manta, Ecuador
 
Futures Experience: Advanced
Platform: My own custom solution
Favorite Futures: E-mini ES S&P 500
 
Big Mike's Avatar
 
Posts: 46,238 since Jun 2009
Thanks: 29,350 given, 83,217 received


piersh View Post
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

Due to time constraints, please do not PM me if your question can be resolved or answered on the forum.

Need help?
1) Stop changing things. No new indicators, charts, or methods. Be consistent with what is in front of you first.
2) Start a journal and post to it daily with the trades you made to show your strengths and weaknesses.
3) Set goals for yourself to reach daily. Make them about how you trade, not how much money you make.
4) Accept responsibility for your actions. Stop looking elsewhere to explain away poor performance.
5) Where to start as a trader? Watch this webinar and read this thread for hundreds of questions and answers.
6)
Help using the forum? Watch this video to learn general tips on using the site.

If you want
to support our community, become an Elite Member.

Reply With Quote
 
  #98 (permalink)
Site Administrator
Manta, Ecuador
 
Futures Experience: Advanced
Platform: My own custom solution
Favorite Futures: E-mini ES S&P 500
 
Big Mike's Avatar
 
Posts: 46,238 since Jun 2009
Thanks: 29,350 given, 83,217 received

Here is the video on creating a strategy, and optimizing using PH Genetic:
https://futures.io/beginners-introductions-tutorials/2512-video-tutorial-how-create-advanced-ninjatrader-strategy.html

Mike

Due to time constraints, please do not PM me if your question can be resolved or answered on the forum.

Need help?
1) Stop changing things. No new indicators, charts, or methods. Be consistent with what is in front of you first.
2) Start a journal and post to it daily with the trades you made to show your strengths and weaknesses.
3) Set goals for yourself to reach daily. Make them about how you trade, not how much money you make.
4) Accept responsibility for your actions. Stop looking elsewhere to explain away poor performance.
5) Where to start as a trader? Watch this webinar and read this thread for hundreds of questions and answers.
6)
Help using the forum? Watch this video to learn general tips on using the site.

If you want
to support our community, become an Elite Member.

Reply With Quote
The following 2 users say Thank You to Big Mike for this post:
 
  #99 (permalink)
Trading for Fun
New York, NY
 
Futures Experience: Advanced
Platform: NinjaTrader
Broker/Data: Amp Futures/Zen-Fire
Favorite Futures: ES
 
Posts: 142 since Dec 2009
Thanks: 41 given, 83 received

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

Reply With Quote
 
  #100 (permalink)
Member
California
 
Futures Experience: Beginner
Platform: NinjaTrader
 
Posts: 87 since Jun 2009
Thanks: 5 given, 119 received



dsraider View Post
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?

Reply With Quote

Reply



futures io > > > > > NinjaTrader Genetic Optimizer

Thread Tools Search this Thread
Search this Thread:

Advanced Search



Upcoming Webinars and Events (4:30PM ET unless noted)

Linda Bradford Raschke: Reading The Tape

Elite only

Adam Grimes: TBA

Elite only

NinjaTrader: TBA

January

Ran Aroussi: TBA

Elite only
     

Similar Threads
Thread Thread Starter Forum Replies Last Post
MoGo Genetic Optimizer for NT7 TraderDJB NinjaTrader Programming 6 April 19th, 2012 09:52 AM
Index to Genetic Optimizers for NinjaTrader jdfagan NinjaTrader Programming 2 June 24th, 2010 06:09 AM
NinjaTrader 7.0 Strategy Analyzer and Optimizer tutorials? sev888 Traders Hideout 3 April 2nd, 2010 10:42 AM
How i use genetic optimizer in 10 steps wh NinjaTrader 6 June 15th, 2009 03:23 PM


All times are GMT -4. The time now is 05:02 PM.

Copyright © 2017 by futures io, s.a., Av Ricardo J. Alfaro, Century Tower, Panama, +507 833-9432, info@futures.io
All information is for educational use only and is not investment advice.
There is a substantial risk of loss in trading commodity futures, stocks, options and foreign exchange products. Past performance is not indicative of future results.
no new posts
Page generated 2017-12-11 in 0.15 seconds with 20 queries on phoenix via your IP 54.226.132.197