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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.
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.
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.
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.
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.
I've done some Google and NinjaTrader Forum sleuthing to come up with what I hope is a comprehensive index to all things Genetic Optimizer for NinjaTrader. Please respond with other links if I have missed any or other comments and I'll try to …
) to try to answer my own question here and lay out the current NinjaTrader Genetic Optimizers currently out there with links to sites/threads.
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.
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).
R.I.P. Andy Zektzer (ZTR), 1960-2010.
Please visit this thread for more information.
Many folks like the MoGo optimizer better than PH Genetic. It certainly has more features. I personally use the PH Genetic but decided to port the MoGo to 7 as an exercise to deepen my knowledge of programming. Attached is the NT7 version. It is completely …
Pity no one (of enough skills to fix the error) is interested in it
