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TSSuperTrend Optimizer
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Created: by dsraider Attachments:3

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TSSuperTrend Optimizer

  #1 (permalink)
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TSSuperTrend Optimizer

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


Last edited by dsraider; February 3rd, 2010 at 01:12 PM. Reason: I forgot stuff
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  #3 (permalink)
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Yes there is, use the PH Genetic Optimizer and then optimize the enum's (item 3 and 5). The others there is nothing special.

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  #4 (permalink)
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Mike, what is PH Genetic Optimizer? and where do you get it from

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Mike,

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

E-mini: https://futures.io/programmers-paradise/147-new-genetic-optimizer.html

Dave

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  #6 (permalink)
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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.

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

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

Baruch

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dsraider View Post
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

Attached Files
Register to download File Type: cs MACDCrossOver_w_TSSTenum.cs (6.2 KB, 27 views)
Register to download File Type: cs MACDCrossOver_w_TSST.cs (5.4 KB, 27 views)
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  #10 (permalink)
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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(1value); }
        }    
        
        [
Category ("Parameters")]
        public 
MovingAverageType MAType 
        
{   
            
get { return maType; }   
            
set maTypevalue; }   
        }   
        
MovingAverageType maType MovingAverageType.HMA;
                        
        [
Category ("Parameters")]
        public 
double Multiplier
        
{
            
get { return multiplier; }
            
set multiplier Math.Max(0.0001value); }
        }
                
        [
Category ("Parameters")]
        public 
int Smooth
        
{
            
get { return smooth; }
           
set smooth Math.Max(1value); }
        }
            
        [
Category ("Parameters")]
        public 
SuperTrendMode TrendMode 
        
{   
            
get { return smode; }   
            
set smodevalue; }   
        }   
        
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

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