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NinjaTrader Genetic Optimizer
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NinjaTrader Genetic Optimizer

  #171 (permalink)
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Big Mike View Post
Actually I thought about this one for a second longer -- I don't think the zip is importable, it's a normal Windows setup archive. Just open the zip manually and run the installer.

Mike

I ran the installer and all I got was a dll file. How does this thing get into NT?

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  #172 (permalink)
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Last night a ran one of my strats ( NT6.5, FDAX, range bars, 1 contract) instructing the optimizer to only configure profit and loss targets within a fairly narrow range. When the process was completed, I thought I'd gone to heaven without dying.

For a 60 day period it showed a profit of +$30K. I almost wept for joy. So, just to make sure I wasn't looking at a mirage, I opened a new chart with the exact same parameters and newly prescribed targets per the optomizer for a backtest. Well, guess what? The strat was now marginally profitable and the trades were no where near the same as the ones depicted by the optimizer.

From this experience, I have to conclude that any optimizing, backtesting or anything that isn't real-time and live before your eyes is a complete clusterf**k and worthless.

Now, I 'm open to listening to others on why I'm wrong.


Last edited by Zoethecus; May 22nd, 2010 at 11:40 AM.
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  #173 (permalink)
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Zoethecus View Post
Last night a ran one of my strats ( NT6.5, FDAX, range bars, 1 contract) instructing the optimizer to only configure profit and loss targets within a fairly narrow range. When the process was completed, I thought I'd gone to heaven without dying.

For a 60 day period it showed a profit of +$30K. I almost wept for joy. So, just to make sure I wasn't looking at a mirage, I opened a new chart with the exact same parameters and newly prescribed targets per the optomizer for a backtest. Well, guess what? The strat was now marginally profitable and the trades were no where near the same as the ones depicted by the optimizer.

From this experience, I have to conclude that any optimizing, backtesting or anything that isn't real-time and live before your eyes is a complete clusterf**k and worthless.

Now, I 'm open to listening to others on why I'm wrong.

Were you using just a plain range bar type? If so, were you using piersh's genetic optimizer? If so, what exact version of the GO and of NT 6.5?

I ask because I notified piersh a couple months ago about a major problem where I was getting inaccurate results via the GO, similar to what you are explaining. Record the settings the GO said were optimal, and re-run the strategy as a backtest (not optimizer) using the same settings and see if they match. I never heard back from piersh, I am not sure if he is working on this anymore.

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  #174 (permalink)
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Big Mike View Post
Were you using just a plain range bar type? If so, were you using piersh's genetic optimizer? If so, what exact version of the GO and of NT 6.5?

I ask because I notified piersh a couple months ago about a major problem where I was getting inaccurate results via the GO, similar to what you are explaining. Record the settings the GO said were optimal, and re-run the strategy as a backtest (not optimizer) using the same settings and see if they match. I never heard back from piersh, I am not sure if he is working on this anymore.

Mike

Plain old fashioned Range.
PHGenetic v1.09 (which is supposed to be the same labeled 1.12 from the download section.)
NT 6.5 v 15

I did run it as a backtest but not with the GO;instead with a new chart with exactly the same GO settings. There should be no difference if I run the backtest through the GO or a fresh chart.

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  #175 (permalink)
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Hi gang,

My minions have been extensively testing this GO and have concluded it cannot be trusted to produce accurate results. You're better off using the default optimizer in NT7 despite the absence of additional bells and whistles.

"If it's too good to be true, it probably isn't."


Last edited by Zoethecus; June 23rd, 2010 at 07:07 PM.
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  #176 (permalink)
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Hey Zoethecus,

Thanks for your last note about your experiences with this GO. I just was catching up on the NinjaTrader GO tools space today and was skimming thru this thread as I'm ready to start using them. Have you tried MoGo (pronounced Mojo) here -> zkwentz's MoGo at master - GitHub ?

So far I'm aware of following GO tools for Ninja:

* PH Genetics (this thread)
* MoGo
* Peter's ? (I think PH Genetics is based on Peter's but not sure of link for this - I'll try to find it either on this forum or Ninja's)

Do you know of any others out there? I'd like to kind of get a lay of the land as it stands now to see which one I should go forward with in further testing and hopefully actual use.

Cheers,

JD

--

Update: I just started new thread here (https://futures.io/ninjatrader-programming/4273-index-genetic-optimizers-ninjatrader.html#post47291) to try to answer my own question here and lay out the current NinjaTrader Genetic Optimizers currently out there with links to sites/threads.


Last edited by jdfagan; June 24th, 2010 at 04:42 AM. Reason: link to new thread I created
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  #177 (permalink)
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jdfagan View Post
Hey Zoethecus,

Thanks for your last note about your experiences with this GO. I just was catching up on the NinjaTrader GO tools space today and was skimming thru this thread as I'm ready to start using them. Have you tried MoGo (pronounced Mojo) here -> zkwentz's MoGo at master - GitHub ?

So far I'm aware of following GO tools for Ninja:

* PH Genetics (this thread)
* MoGo
* Peter's ? (I think PH Genetics is based on Peter's but not sure of link for this - I'll try to find it either on this forum or Ninja's)

Do you know of any others out there? I'd like to kind of get a lay of the land as it stands now to see which one I should go forward with in further testing and hopefully actual use.

Cheers,

JD

--

Update: I just started new thread here (https://futures.io/ninjatrader-programming/4273-index-genetic-optimizers-ninjatrader.html#post47291) to try to answer my own question here and lay out the current NinjaTrader Genetic Optimizers currently out there with links to sites/threads.

I've heard good things about MoGo. Is that zip file a Ninjascipt?

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  #178 (permalink)
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Zoethecus View Post
I've heard good things about MoGo. Is that zip file a Ninjascipt?

No, its a zip wrapping a .msi file I believe - a Microsoft Installer file. I believe when running the installer it just places files within NinjaTrader 6.5 directory.

JD

Update: Check out these pages:

http://mcraig.net/site/Development/NinjaTrader/MoGo/Installation/tabid/61/Default.aspx
http://mcraig.net/site/Development/NinjaTrader/MoGo/Usageinstructions/tabid/62/Default.aspx


Last edited by jdfagan; June 26th, 2010 at 03:19 AM. Reason: Link to installation and usage intructions
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  #179 (permalink)
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jdfagan View Post
No, its a zip wrapping a .msi file I believe - a Microsoft Installer file. I believe when running the installer it just places files within NinjaTrader 6.5 directory.

JD

Update: Check out these pages:

Installation
Usage instructions

The site states:
The source code is also free for anyone to download. Note that even though NinjaTrader/MoGo are both .NET 2.0 apps, the MoGo source code and solution require Visual Studio 2008 due to the use of C# 3.0-specific language features.

Have any idea if it works for later versions of Visual Studio? (asking as I have VS2010) and have you tried it with NT7? (as I don't use 6.5).

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  #180 (permalink)
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TraderDJB converted MoGo to NT7 but there are still some errors that need to be resolved.

https://futures.io/ninjatrader-programming/3764-mogo-genetic-optimizer-ninjatrader-7-a.html

Pity no one (of enough skills to fix the error) is interested in it

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