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NinjaTrader Genetic Optimizer
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Created: by piersh Attachments:19

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NinjaTrader Genetic Optimizer

  #11 (permalink)
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goforbroke01 View Post
Piersh

thanks for the fix - runs ok except that after the first full run through, subsequent runs don't display the GO params form. It may be that the walkthrough flag persists, not being reset after the job is complete.

-thanks

yup that's exactly what's happening. unfortunately the support for custom optimizers in NT is very sparse, but I've added a hack that should work around this...

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  #12 (permalink)
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Piersh - thanks for your help.

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  #13 (permalink)
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Thanks for the info and warning. I was thinking on using it foremost as screening tool and then run the GO on subsets.

However my coding is apparently not good enough to find a working code with the info Swig provided.
Would you have an example of a code snippet where this trick is used that you can share? (just the part related to the trick to see how the coding related to enums should be done).

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  #14 (permalink)
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v1.03 released

ok, this is where it gets silly.

v1.03 includes support for optimizing Enum parameter values. If your strategy has a parameter that's an Enum, then the right hand side of the optimizer options dialog will show a scrolling list of those parameters and the possible values that each one can have. check the boxes on the right next to each value to test that value. check the box on the left next to the parameter name to toggle all the checkboxes on the right.

as always, please let me know if you have any problems.

Attached Thumbnails
NinjaTrader Genetic Optimizer-screenshot-v1.03.png  

Last edited by piersh; June 22nd, 2009 at 03:20 AM. Reason: typo
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  #15 (permalink)
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Ok, I ask for some code to put me on track in a VW and you build a Rolls Royce.
Now you're showing off
Thanks I will try it.

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  #16 (permalink)
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Piersh this optimizer is absolutely fantastic. I just tried that other one (not the original but another version) that is on the NT forums recently and its extremely slow compared to yours even with the same settings. I get about 5.1-5.3 ips on that one and 9-9.5 on yours. Thank you so much for releasing this, i can run every test in 30 min vs the hours it took on the default optimizer.

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  #17 (permalink)
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Piersh,

Thanks for posting the optimizers... I've not used an optimizer with NT, only with TradeStation and only a little practice there.

Do I download the zip file into the indicator file? Is the optimizer pretty easy to use or do I need instruction?

Todd

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  #18 (permalink)
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tortexal View Post
Piersh this optimizer is absolutely fantastic. I just tried that other one (not the original but another version) that is on the NT forums recently and its extremely slow compared to yours even with the same settings. I get about 5.1-5.3 ips on that one and 9-9.5 on yours. Thank you so much for releasing this, i can run every test in 30 min vs the hours it took on the default optimizer.

Thanks! I'm glad you're finding it useful! That default optimizer was so tedious, I can't believe I wasted all that time...

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  #19 (permalink)
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Todd View Post
Piersh,

Thanks for posting the optimizers... I've not used an optimizer with NT, only with TradeStation and only a little practice there.

Do I download the zip file into the indicator file? Is the optimizer pretty easy to use or do I need instruction?

Todd

Todd,

I'd recommend familiarizing yourself with NT's default optimizer/strategy analyzer just to get a feel for the workflow. then follow the installation instructions at the top of this thread...

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  #20 (permalink)
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Thanks, Piersh... I'll do that.

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