TSSuperTrend Optimizer

February 3rd, 2010, 12:04 PM

Hello Traders,

I was wondering if anyone knew of a way of putting the TSSuperTrend through the optimizer so that it can test all combos of:

1. Period
2. Multiplier
3. MAType
4. Smoothing period
5. SuperTrendMode

for trend changes and run this against different stops and targets.

Thanks,
Dave

February 3rd, 2010, 12:21 PM

Yes there is, use the PH Genetic Optimizer and then optimize the enum's (item 3 and 5). The others there is nothing special.

Mike

February 3rd, 2010, 01:37 PM

Mike, what is PH Genetic Optimizer? and where do you get it from

February 3rd, 2010, 01:39 PM

Mike,

You rock! Thanks. Will work on coding my strat to get this thing to recognize all the different parameters.

E-mini:

NinjaTrader Genetic Optimizer

Latest version (1.12), with NT7 support, is here (

Hi All,

I've created a new Genetic Strategy Optimizer based loosely on Peter's GAOptimizer.

Installation Instructions:
- download the .ZIP file from the download link (above). NOTE: ignore …

Dave

February 3rd, 2010, 03:34 PM

Uh-oh. Apparently, I am not as adept at programming as I thought I was. Reading though the thread, unfortunately, didn't help. Anyone have any tips on how to go about doing what I have in the first post? Will be happy to post the end result as I'm sure many people can benefit from this.

March 28th, 2010, 01:45 AM

The genetic optimizer is not working well, any opinions on it?

March 28th, 2010, 05:46 AM

You can optimize Enums in Brute Force optimizer too.
Declare int variable for each Enum and cast it in Initialize.

Baruch

August 14th, 2010, 12:58 AM

dsraider

Hello Traders,

I was wondering if anyone knew of a way of putting the TSSuperTrend through the optimizer so that it can test all combos of:

1. Period
2. Multiplier
3. MAType
4. Smoothing period
5. SuperTrendMode

for trend changes and run this against different stops and targets.

Thanks,
Dave

Dave,

Just saw this pos&threadt after moving in the same direction in another thread:

I have two strategy with TSST : I cant get the enums to work to get them optimized either ... have you had any success?

I am attaching what I have .. NT7b219 compile .. but the .cs 'with enums' wont compile, but the version up to where I get errors is good

Jon

August 14th, 2010, 06:42 AM

Morning Jon,

I was, actually. All you need to do is expose the parameters:

Code

                            
[Category ("Parameters")]

        public int Length

        {

            get { return length; }

            set { length = Math.Max(1, value); }

        }    

        

        [Category ("Parameters")]

        public MovingAverageType MAType 

        {   

            get { return maType; }   

            set { maType= value; }   

        }   

        MovingAverageType maType = MovingAverageType.HMA;

                        

        [Category ("Parameters")]

        public double Multiplier

        {

            get { return multiplier; }

            set { multiplier = Math.Max(0.0001, value); }

        }

                

        [Category ("Parameters")]

        public int Smooth

        {

            get { return smooth; }

           set { smooth = Math.Max(1, value); }

        }

            

        [Category ("Parameters")]

        public SuperTrendMode TrendMode 

        {   

            get { return smode; }   

            set { smode= value; }   

        }   

        SuperTrendMode smode = SuperTrendMode.ATR;

I haven't looked at your cs files yet only because I'm running short on time this morning. If this doesn't work, let me know and I'll take a look at what you have.

Dave

TSSuperTrend Optimizer

Discussion in NinjaTrader

TSSuperTrend Optimizer