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NinjaTrader Genetic Optimizer
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Created: by piersh Attachments:19

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NinjaTrader Genetic Optimizer

  #111 (permalink)
Trading for Fun
New York, NY
 
Futures Experience: Advanced
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Well, the strat seems to boot up fine in the optimizer but only the default one will actually optimize. Please see attached pics. Any thoughts?

Thanks.

UPDATE:
Output Window:
ES 03-10: PH Genetic Optimizer Start @ 2/6/2010 11:15:58 AM, combinations: 150,028,200,000
System.InvalidCastException: Specified cast is not valid.
at NinjaTrader.Strategy.Parameter.set_Value(Object value)
at NinjaTrader.Strategy.SetParameterDefinition`1.WriteValue(StrategyBase strategy, ParameterCollection rgParams, Int32 iValue)
at NinjaTrader.Strategy.ParameterDefinitions.WriteToStrategy(ParameterSet child, StrategyBase strategy, ParameterCollection rgParams)
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()

Attached Thumbnails
NinjaTrader Genetic Optimizer-op1.jpg   NinjaTrader Genetic Optimizer-op2.jpg   NinjaTrader Genetic Optimizer-op3.jpg  

Last edited by dsraider; February 6th, 2010 at 12:41 PM. Reason: Hoping output results will make sense to someone
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  #112 (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

Anyone? Bueller?

This is me, on my knees, single tear rolling down cheek, BEGGING for help.

Thanks,
Dave

P.S. My first pic above doesn't show parameter ranges, but only because I grabbed the pic when it initially booted up. I've tried many.

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  #113 (permalink)
Member
California
 
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dsraider View Post
Anyone? Bueller?

sorry for the delay. it looks like I introduced a bug which affects NT6.5. i'll try to fix it soon, unfortunately my NT box is having some problems

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  #114 (permalink)
Trading for Fun
New York, NY
 
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Thanks, piersh! It's the last part needed for my master plan (muahahaha).

Noooo idea what it could be, but if I can do anything to help, please let me know.

Dave

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  #115 (permalink)
Just starting out...
holland
 
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problem using the optimizer in NT7

Hi Piersch,

Imported your optimizer in NT7 and compiled it with F5. That was OK.

But the optimizer does not show up in the strategy selection window of NT7.
Do I do something wrong or is there another issue?

I noticed that according your scripting the relevant files are in the .../type area, is that a possible problem?

please advise
thanks,
Harry

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  #116 (permalink)
Just starting out...
Goeppingen, Germany
 
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Platform: NT, TS
Broker/Data: IB, Mirus
 
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Hi Piersch,

tried to use your amazing optimizer tool. Unfortunately the first try failed. After starting the process I got the same error message like "dsraider".:


Quoting 
6E ##-##: PH Genetic Optimizer Start @ 3/6/2010 2:35:36 PM, combinations: 10,224
System.InvalidCastException: Die angegebene Umwandlung ist ungültig.
bei NinjaTrader.Strategy.Parameter.set_Value(Object value)
bei NinjaTrader.Strategy.SetParameterDefinition`1.WriteValue(StrategyBase strategy, ParameterCollection rgParams, Int32 iValue)
bei NinjaTrader.Strategy.ParameterDefinitions.WriteToStrategy(ParameterSet child, StrategyBase strategy, ParameterCollection rgParams)
bei NinjaTrader.Strategy.PHOptimizationMethod.RunIteration(ParameterSet child)
bei NinjaTrader.Strategy.PHOptimizationMethod.RunIterations[T](IEnumerable`1 rgChildren)
bei NinjaTrader.Strategy.PHGenetic.ScoreGeneration(IEnumerable`1 rgChildren)
bei NinjaTrader.Strategy.PHGenetic.Optimize()

Maybe it depends on NT 6.5 1000.14 ?

Would appreciate any help to run your tool.

Thanks and best regards.

Jens

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  #117 (permalink)
Elite Member
lockport il
 
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When trying to import, it failed as Ninja says it has programming errors that must be resolved before it can be imported. What do I do now??

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  #118 (permalink)
Just starting out...
Goeppingen, Germany
 
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Hi mmather,

to solve this issue you have to go to the Control Center, Tools, Edit Ninja Script, Indicator.
Then click on an indicator (no matter which one), click OK. Another window comes up. Then click F5.

If you don't have any other problems, then you should compile all the indicators and solve you error message.

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  #119 (permalink)
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Error after installing NT6.5.1000.15

I installed NT 6.5.1000.15 and then encountered the following problem:

Type\PHCommon.cs,
'NinjaTrader.Strategy.Strategy' does not contain a definition for 'LastPerformanceValue',CS0117 - click for info,858,54,

I then deleted PHcommon and PHgenetic - downloaded PHgeneticV1.09 again - and when I try to import it is says that the files that I am trying to import has a programing error.

I hope somene can help me with this proplem since I am stuck - and use PHgenetic as my optimizer

Verge

PS - the code specifically reads:

#if NT7
RunIteration (child.OnIterationComplete,
null);
#else
this.Strategy.RunIteration ();
// record the strategy's performance
child.Performance = NinjaTrader.Strategy.Strategy.LastPerformanceValue;
#endif

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  #120 (permalink)
Site Administrator
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Big Mike's Avatar
 
Posts: 46,238 since Jun 2009
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verge,

When you upgrade NT 6.5.xxx to a new version it overwrites Strategy.cs. You have to re-overwrite it with the one included in the zip from piersh.

In other words, timeline:

NT 6.5.1000.14
Documents\NinjaTrader 6.5\bin\custom\Strategy\@Strategy.cs (native NT version)

Install Piersh GO
Documents.....\Strategy\@Strategy.cs (piersh version, overwrote NT version)

-- Everything working above --

Upgrade NT to 6.5.1000.15
Documents....\Strategy\@Strategy.cs (back to NT version, overwrote piersh version)

-- Now GO is broken --

Answer
Documents....\Strategy\@Strategy.cs (replace it again with Piersh version)

Mike

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