Optimizating Parameters as a Group - NinjaTrader Programming | futures.io
futures.io futures trading

Go Back   futures.io

> Futures Trading, News, Charts and Platforms > Platforms and Indicators > NinjaTrader > NinjaTrader Programming

Optimizating Parameters as a Group
Started:February 20th, 2013 (08:46 PM) by elitetradernyc Views / Replies:284 / 2
Last Reply:February 20th, 2013 (10:07 PM) Attachments:0

Welcome to futures.io.

Welcome, Guest!

This forum was established to help traders (especially futures traders) by openly sharing indicators, strategies, methods, trading journals and discussing the psychology of trading.

We are fundamentally different than most other trading forums:
  • We work extremely hard to keep things positive on our forums.
  • We do not tolerate rude behavior, trolling, or vendor advertising in posts.
  • We firmly believe in openness and encourage sharing. The holy grail is within you, it is not something tangible you can download.
  • We expect our members to participate and become a part of the community. Help yourself by helping others.

You'll need to register in order to view the content of the threads and start contributing to our community. It's free and simple, and we will never resell your private information.

-- Big Mike

Thread Tools Search this Thread

Optimizating Parameters as a Group

Old February 20th, 2013, 08:46 PM   #1 (permalink)
Elite Member
new york, ny
Futures Experience: Intermediate
Platform: ninjatrader
Favorite Futures: stocks, options
Posts: 80 since Nov 2012
Thanks: 6 given, 4 received

Optimizating Parameters as a Group

Hey guys I have a fairly technical question about optimizing parameters in Ninja. Should I optimize the parameters separately, for example, one at a time, or optimize them as a group? I wonder if the parameters would inadvertently interfere with each other in optimization. I may try it both ways and see what results I get, esp. for the ones that aren't really related to the same indicator.

Reply With Quote

Old February 20th, 2013, 08:46 PM   #2 (permalink)
Quick Summary
Quick Summary Post

Quick Summary is created and edited by users like you... Add FAQ's, Links and other Relevant Information by clicking the edit button in the lower right hand corner of this message.


Old February 20th, 2013, 10:07 PM   #3 (permalink)
Elite Member
Futures Experience: Intermediate
Platform: NinjaTrader
Favorite Futures: Forex
Posts: 104 since Apr 2012
Thanks: 78 given, 45 received

There's no strict right or wrong answer.

I think if you do them as a group you may get better looking results but they will have a greater probability of being over-fitted as every variable is able to adapt to both the data and each other. Doing them one at a time, with the not yet optimised variables set to sensible values, will possibly result in a less fitted result.

It takes more time to do them one at a time though and you may miss out on potentially better solutions since the end result will somewhat be dertermined by the 'sensible' starting values you pick for the other variables.

Personally, I do them all at once but take measures to avoid over-fitting like using large amounts of backtesting data, minimising the possible range of each variable as much as possible and just having an eye and a feel for likely curve-fit results through hard won experience.

Reply With Quote


futures.io > Futures Trading, News, Charts and Platforms > Platforms and Indicators > NinjaTrader > NinjaTrader Programming > Optimizating Parameters as a Group

Thread Tools Search this Thread
Search this Thread:

Advanced Search

Upcoming Webinars and Events (4:30PM ET unless noted)

An Afternoon with FIO trader bobwest

Elite only

NinjaTrader 8: Programming Profitable Trading Edges w/Scott Hodson

Elite only

Anthony Drager: Executing on Intermarket Correlations & Order Flow, Part 2

Elite only

Adam Grimes: Five critically important keys to professional trading

Elite only

Machine Learning Concepts w/FIO member NJAMC

Elite only

MarketDelta Cloud Platform: Announcing new mobile features

Dec 1

NinjaTrader 8: Features and Enhancements

Dec 6

Similar Threads
Thread Thread Starter Forum Replies Last Post
Passing indicator parameters hawks67 NinjaTrader Programming 7 November 29th, 2012 09:04 AM
is there an example that can change parameters while Strategy is running? gztanwei Elite Automated NinjaTrader Trading 2 October 15th, 2012 06:00 PM
Reload Indicator with other parameters konsistencia NinjaTrader Programming 2 September 26th, 2012 11:57 AM
Function with optional parameters ZARk TradeStation 0 June 1st, 2012 04:05 AM
Save parameters from one session to another bukkan NinjaTrader Programming 7 January 4th, 2010 04:54 AM

All times are GMT -4. The time now is 11:09 PM.

Copyright © 2016 by futures.io. All information is for educational use only and is not investment advice.
There is a substantial risk of loss in trading commodity futures, stocks, options and foreign exchange products. Past performance is not indicative of future results.
no new posts

Page generated 2016-10-22 in 0.08 seconds with 20 queries on phoenix via your IP