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NinjaTrader Genetic Optimizer
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NinjaTrader Genetic Optimizer

  #191 (permalink)
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Hi Jon,

I did work out those bugs and complete it but was so engrossed in my work, I didn't get a chance to upload it.

Here you go: https://futures.io/free_downloads/ninjatrader-7/strategies/599-download.html?view

- Trader DB

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  #192 (permalink)
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THANKS! && a Q:?


TraderDJB View Post
Hi Jon,

I did work out those bugs and complete it but was so engrossed in my work, I didn't get a chance to upload it.

Here you go: https://futures.io/free_downloads/ninjatrader-7/strategies/599-download.html?view

- Trader DB

Excellent, thankyou! Looking to try this out later today .. I did see the question on the MC but I think I will give it a go anyway and see how it works out .. or try both and let you know the outcome here.

Q: "Optimizer Pool WF: If a name is put here, it will pool the results instead of generating individual files for the walk forward from the different periods."
So this will be a single output file with only 1 'best result' for the whole time selected to do the walk forward? IE: I set 7 weekdays as the backtest and then test 1 day walkforward, repeating for calendar month of July, there is only ONE result file, NOT the 14 'daily best solutions' that would normally be generated?

Jon


Last edited by Trader.Jon; August 10th, 2010 at 12:50 PM. Reason: clarify question
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  #193 (permalink)
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Trader.Jon View Post
Q: "Optimizer Pool WF: If a name is put here, it will pool the results instead of generating individual files for the walk forward from the different periods."
So this will be a single output file with only 1 'best result' for the whole time selected to do the walk forward? IE: I set 7 weekdays as the backtest and then test 1 day walkforward, repeating for calendar month of July, there is only ONE result file, NOT the 14 'daily best solutions' that would normally be generated?

Jon

Right, though when you first open the file, the order of the individual iterations will not be disturbed - I think there will be a spacer row between the days.

- TDB

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  #194 (permalink)
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New Limit


piersh View Post
ok, the new limit is 79,228,162,514,264,337,593,543,950,335

if you hit that then you're out of luck ;-)

Darn, hit that wall ... so it is an absolute limit? Seems I always go 1 or 2 variables beyond and have to segment my runs ... still a very VERY useful and mucho appreciated!


Jon

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With that many possibilities, your results will be totally random and there will not be any consistency. Instead of finding peaks to a mountain, it will be taking grains of sand from different planets. In my testing, with more than 50 million results became unpredictable; 8^28 is incomprehensibly larger.

Do or do not, there is no try. - Yoda
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  #196 (permalink)
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TraderDJB View Post
With that many possibilities, your results will be totally random and there will not be any consistency. Instead of finding peaks to a mountain, it will be taking grains of sand from different planets. In my testing, with more than 50 million results became unpredictable; 8^28 is incomprehensibly larger.

That is interesting: I have done reruns on different machines and gotten same results on same inputs and data .... I must be missing something

Jon

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  #197 (permalink)
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hi

I'd like to use the software but when i try to run the optimizer it doesn't appear.
I have it as strategy on the strategy analyzer, but i don't get it as an option on the optimizer window.

I am using NT6.5. Is there anything else i have to do?

Could anyone help me?

Thank you
Vic

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  #198 (permalink)
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vicakl View Post
I'd like to use the software but when i try to run the optimizer it doesn't appear.
I have it as strategy on the strategy analyzer, but i don't get it as an option on the optimizer window.

I am using NT6.5. Is there anything else i have to do?

Could anyone help me?

Thank you
Vic

I am assuming you are referring to the PHGenetic? NT6.5 doesnt have a native GO.

IF PHGenetic doesnt appear as an 'optimizer' type in the the "Optimizer" section of the Strategy Analyzer ( See attached) , please see that it is in your NT7/bin/Custom/Type/ folder.

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NinjaTrader Genetic Optimizer-optimizerph.jpg  
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