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I backed up @strategy.cs simply by copying and pasting and renaming file to @strategy.cs.bk IS THAT CORRECT
Saved PHGo to proper file
Then when to Utilities and >Import Ninja Strategy. That is when it blew up again. Doesn't allow.
Suggestions?
Can you help answer these questions from other members on NexusFi?
Also at some point of combinations, the error "Failed to call method Optimize for optimizer 'PHGenetic': Index was out of range." occurs.
I am not sure at what point this happens, but I have run into it a couple of times on a very complex money management strategy I am writing that auto adjusts multiple stops and targets, it has about 30 parameters to optimize, and some of those have a wide variety of values.
It is easy to work around, I just reduce the set of combinations, but wanted to make you aware of it incase you weren't. It may just be a limitation.
Last, I was wondering if you would consider adding a Stop time to the Output box, or an ETA so we know how long the job took to complete.
On a wish list, I'd like to see your own Window (like the options window) stay open during the optimization job and update with stats on-the-fly, would be very cool.
BTW, do you have a website? Are you accepting donations for your hard work?
Oops - I just noticed you updated the first post to include the # of combinations fix. I will install it soon (in middle of a large job) and then I can report back some better figures perhaps to my last post.
It seems to break when it goes above 4,096,xxx,xxx,xxx,xxx,xxx,xxx. I think that is understandable and clearly an enormous number. I will rewrite some of my logic so I can do with fewer optimization variables.
I optimize on things other than net profit and wonder if you could make this wonderful script display not just the performance of whatever I am optimizing on but also the net profit. For instance, many times I optimize on max expectancy but a high value will many times yield a very low net profit. I'd like to be able to see both as the optimization is progressing so I know when to abort the process.
So for instance if you optimize on something other than net profit, it would show:
ES 09-09: gen 1/20, 20.5 ips, PERF: [max 1.05, stability: 4.55], net profit: [$ 15,612.50]
ES 09-09: gen 2/20, 20.5 ips, PERF: [max 1.25, stability: 4.95], net profit: [$ 17,550.25]
Piersh hi,
Great staf.
I have a question. Maybe you can help.
Its about Walk Forward. The sequence now in NT is:
Load min. bars required>optimize(Optimization period - min. bars required)>Load min. bars required>Test(Test period - min. bars required)> New Optimization (From date + Test period) etc.
My problem is that if Test Period is 7 days and min. bars required are 100 on a 10 min. time frame and a day session (8:30-15:15), this mean that 2 days are not tested.
Is there a way to move the "From Date" back on each iteration to achieve the correct sequence:
optimize(Optimization period)>Test(Test period)>New optimize.
unfortunately not, there's no way for the optimizer to get access to the underlying performance data required to do this.
my suggestion is that you build this rule into your scoring function. either as a weight, (eg. multiply your score by the net profit), or as a cut-off (eg. return double.NegativeInfinity for all scores with avg daily net profit less than a certain value).
