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I'm getting this error as the optimizer starts on one strategy:
There are no optimization results available, since the strategy has no parameters to optimize.
GSPC: PH Genetic Optimizer Start @ 5/1/2010 3:10:06 PM, combinations: 0
System.ArgumentOutOfRangeException: Index was out of range. Must be non-negative and less than the size of the collection.
Parameter name: index
at System.ThrowHelper.ThrowArgumentOutOfRangeException(ExceptionArgument argument, ExceptionResource resource)
at System.ThrowHelper.ThrowArgumentOutOfRangeException()
at NinjaTrader.Strategy.PH.PHGenetic.Optimize()
The strategy has a boolean param as the first one in the property list. That boolean comes up in the PH optimizer list of potential enums to optimize on. If I leave everything unchecked there, I get the above error. If I check true, I don't see the error, and the optimization completes just fine.
I can duplicate this every time, and even after restarting NT 7 B15 32-bit.
Can you help answer these questions from other members on NexusFi?
yes, sorry, that's a UI issue - it shouldn't let you uncheck all of the options for a bool/enum parameter. the number of combinations is zero because you're telling the optimizer that your bool can neither be true nor false. the error is correct, however the UI shouldn't allow you to get into that state...
please make sure that you check one or more values for each of the parameters listed in the dialog.
@ Trumumflu: If you posted the source to your C# ACO work, we could help implement it.
On longer optimizations it is easy to get distracted with other things on my computer, and then discover that the optimization finished 5-10 minutes ago and I didn't notice. So, I added sound notification to the Genetic and Stochastic (version 1.12).
While it doesn't have a toggle for the sound, I hope that piersh will keep it in future versions and perhaps add the toggle for those of us that want that feature.
Is there a way that an enum could be used to control the minimum and maximum number of trades? Controlling the minimum number of trades is more important for me - otherwise my systems (before I include a stoploss only trades once)
I would also appreciate it if the parameter values printed to the output window could have more decimals as described here
I am interested in learning about swing statistics for the ES. I would like to find out what are the range values for each swing on a five minute chart for every day for a year or more, then the averages weekly. I think a good filter would be to smooth …
Verge, here I changed it as you requested to display up to 5 decimal places if it's a double or a long type value. See the screenshot. Also, I fixed the window box being really narrow if there weren't any enum types to optimize (I had made the window size resizeable but hadn't set a very big 'minimum' size to it.) The only bugger is that it does still make the sound even when aborting, where last night it wasn't. Oh well.
As for minimum trades or maximum trades, what you'd want to do is create a custom optimization type (as opposed to Max Profit Factor, etc.) that favors the number of trades to the number that you want. Setting the optimizer to discard results of less than a certain number will likely not produce the results that you are expecting and not function properly.
Here's another update: Now it correctly only does the "Cha ching!" sound when it runs to completion and not when an optimization is aborted. Also, the dialogue box that pops up automatically sizes to the number of options available. (though it won't get smaller again after doing a strategy with lots of options, it seems to be the way NT handles it, until a restart.)
To confirm - I checked the info.xml file of PHGenetic_v1.12_4_DJBSound.zip - it says version <Version>6.5.1000.11</Version> which I assume is incorrect. I assume you made your updates to version 6.5.1000.12 - it may actually be that the actual version 12's info file was not updated.
Edit - I checked - the info file of version 12 in the download section also says version 11.
I have used the MOGO GO with NT6.5 - and liked it a lot. It has a setting that could be used to set the minimum number of trades. I used it because one of the optimization functions I use is "maximum profit factor". If I cannot cannot specify the minimum number of trades the result of the optimization often is 1 trade only - with a max profit factor of 99 (I do not use close at end of session).
The reason for the maximum number of trades are I would like a system to trade around twice a day (for example). I am unfortunately not skilled enough in C# to write an optimization function to control this.
Any suggestions from anyone on how I can achieve the above will be appreciated.
