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NinjaTrader Genetic Optimizer


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NinjaTrader Genetic Optimizer

  #51 (permalink)
piersh
California
 
Posts: 87 since Jun 2009
Thanks Given: 5
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Big Mike View Post
Thank you, that seems to have corrected it.

Mike

ok, good.

i'd suggest using Enum parameters instead of string parameters when appropriate in your indicators/strategies - you'll be able to optimize over the different values of any enum parameters in your strategy.

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  #52 (permalink)
 
caprica's Avatar
 caprica 
USA
 
Experience: Master
Platform: NinjaTrader
Posts: 155 since Jul 2009
Thanks Given: 45
Thanks Received: 114

piersh i am enjoying this very much so thank you. i have noticed however the occasionally i make some code changes such as a Print() statement or commenting out such a statement, and when i re-run the optimizer the old code is still present. i am 100000% positive the new code was compiled and i have seen this on at least a half dozen occasions. it seems the information is cached and the only way to correct is to exit ninja and restart.

fyi.

"Let us be thankful for the fools. But for them the rest of us could not succeed." - Mark Twain

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  #53 (permalink)
 
RJay's Avatar
 RJay 
Hartford, CT. USA
 
Experience: Intermediate
Platform: NinjaTrader
Broker: AMP/CQG, Kinetick
Trading: RTY
Posts: 682 since Jun 2009
Thanks Given: 756
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caprica View Post
piersh i am enjoying this very much so thank you. i have noticed however the occasionally i make some code changes such as a Print() statement or commenting out such a statement, and when i re-run the optimizer the old code is still present. i am 100000% positive the new code was compiled and i have seen this on at least a half dozen occasions. it seems the information is cached and the only way to correct is to exit ninja and restart.

fyi.

caprica,

I may have run into something similar building custom chart types.

NT sometimes needs to reload the IntellisenseCache before changes become active.

Importing anything triggers a request on restart or edit.

RJay

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  #54 (permalink)
 
caprica's Avatar
 caprica 
USA
 
Experience: Master
Platform: NinjaTrader
Posts: 155 since Jul 2009
Thanks Given: 45
Thanks Received: 114


RJay View Post
caprica,

I may have run into something similar building custom chart types.

NT sometimes needs to reload the IntellisenseCache before changes become active.

Importing anything triggers a request on restart or edit.

RJay

thx i reached same conclusion (intellisense cache). could just delete it but i find easier to restart. however i dont recall ever seeing this before using piersh GO so was thinking might be something to do with the Dispose method and his GC method? it isn't a huge deal so long as I know it is occurring but what is scary is if i change code and did not realize it was cached i may dismiss code changes as ineffective when in fact they were not evaluated to begin with.

"Let us be thankful for the fools. But for them the rest of us could not succeed." - Mark Twain

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  #55 (permalink)
 
RJay's Avatar
 RJay 
Hartford, CT. USA
 
Experience: Intermediate
Platform: NinjaTrader
Broker: AMP/CQG, Kinetick
Trading: RTY
Posts: 682 since Jun 2009
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caprica View Post
thx i reached same conclusion (intellisense cache). could just delete it but i find easier to restart. however i dont recall ever seeing this before using piersh GO so was thinking might be something to do with the Dispose method and his GC method? it isn't a huge deal so long as I know it is occurring but what is scary is if i change code and did not realize it was cached i may dismiss code changes as ineffective when in fact they were not evaluated to begin with.

Been there, done that!!!!

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  #56 (permalink)
piersh
California
 
Posts: 87 since Jun 2009
Thanks Given: 5
Thanks Received: 120


caprica View Post
piersh i am enjoying this very much so thank you. i have noticed however the occasionally i make some code changes such as a Print() statement or commenting out such a statement, and when i re-run the optimizer the old code is still present. i am 100000% positive the new code was compiled and i have seen this on at least a half dozen occasions. it seems the information is cached and the only way to correct is to exit ninja and restart.

fyi.

huh, that's weird. i've never seen this behavior myself but that might be because I always use an external editor (visual studio) and never open my code files in NT.

if you can find a way to reliably reproduce this problem, let me know and I'll try to work out if it's the optimizer causing it...

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  #57 (permalink)
 Kris 
Dallas
 
Experience: Beginner
Platform: NinjaTrader
Broker: Ameritrade
Trading: ETFs
Posts: 1 since Aug 2009
Thanks Given: 0
Thanks Received: 0

This is a spectacular tool - thanks!

Is there any way to get it to auto-continue if you run an optimization on a basket of securities? (it prompts after each)

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  #58 (permalink)
 
AynRandFan's Avatar
 AynRandFan 
St. Paul, MN.
 
Experience: Intermediate
Platform: NinjaTrader
Broker: Zen-Fire
Trading: ES, equity options.
Posts: 22 since Sep 2009
Thanks Given: 10
Thanks Received: 52

Piersh, As my very first post here, I want to thank you for the exceptional effort here with this optimizer -- it's an incredibly valuable tool that you've shared here with everybody! I truly wish I had something equally cool to share with you.... If you ever come to St. Paul, Minnesota, the beer is ABSOLUTELY on me. An absolutely massive contribution. Just incredible.

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  #59 (permalink)
piersh
California
 
Posts: 87 since Jun 2009
Thanks Given: 5
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Kris View Post
This is a spectacular tool - thanks!

Is there any way to get it to auto-continue if you run an optimization on a basket of securities? (it prompts after each)

Sorry. I can't find a way to do this . The ninjatrader optimizer Api is very rudimentary and it doesn't allow one to acces this kind of information from within the optimizer. Let's hope they improve it in nt7...

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  #60 (permalink)
 
AynRandFan's Avatar
 AynRandFan 
St. Paul, MN.
 
Experience: Intermediate
Platform: NinjaTrader
Broker: Zen-Fire
Trading: ES, equity options.
Posts: 22 since Sep 2009
Thanks Given: 10
Thanks Received: 52


Piersh, please forgive me for what is probably a stupid question, but is there some easy way to test out a strategy in multiple time periods? For example, testing a basic moving average strategy for 1 minute, 2 minutes, 3 minutes, 4 minutes... etc... all the way to 60 minutes, just as an example, --all in one long test? Again, I thank you for sharing this with everybody. I've been up the whole night (the past 2 nights!) playing with this thing... it's just awesome...!

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Last Updated on December 16, 2010


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