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Index to Genetic Optimizers for NinjaTrader
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Index to Genetic Optimizers for NinjaTrader

  #1 (permalink)
Elite Member
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Futures Experience: Advanced
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Index to Genetic Optimizers for NinjaTrader

I've done some Google and NinjaTrader Forum sleuthing to come up with what I hope is a comprehensive index to all things Genetic Optimizer for NinjaTrader. Please respond with other links if I have missed any or other comments and I'll try to keep this top post updated periodically.

JD

--

=========================
NinjaTrader's 7 Built-in GO
=========================

Pros:
* Works with NT 7.0 out of the box

Various Threads I found:
Optimization methods (genetic/brute force) - NinjaTrader Support Forum
Genetic optimiser bug - B7 - NinjaTrader Support Forum
Genetic Optimizer Status, Doc - NinjaTrader Support Forum


=========================
MoGo
=========================

Pros:
* Optimization constraints can be defined independently of fitness function. For example something like: (2*Target) > Stop
And, as well, that the minimum number of trades for a valid optimization result could be given.


Cons:
* Not yet working for 7.0


Swig/Matt's Genetic Optimizer - MoGo:
MoGo
zkwentz's MoGo at master - GitHub
MoGo - new genetic optimiser for NT 6.5 - NinjaTrader Support Forum

MoGo for NT7:
https://futures.io/ninjatrader-programming/3764-mogo-genetic-optimizer-ninjatrader-7-a.html


=========================
PH Genetics
=========================

Piers Haken - PH Genetics:
https://futures.io/ninjatrader-programming/147-ninjatrader-genetic-optimizer.html
https://futures.io/free_downloads/ninjatrader/strategies/303-download.html?view


=========================
wmGO
=========================

wmGO

wmGO 2.0: Genetic Optimizer 2.0 for NinjaTrader 6.5 - NinjaTrader Support Forum
wmGO 2.1: Genetic Optimizer 2.1 for NinjaTrader 6.5 - NinjaTrader Support Forum
wmGO 2.2: Whitmark Genetic Optimizer 2.2 for NT 6.5 - NinjaTrader Support Forum


=========================
Pete's GO
=========================

Pros:
* One of the first GO's written for NT platform as far as I know and was basis for PH Genetics, MoGo and possibly others.

Pete's GO version 1.5:
http://www.ninjatrader.com/support/forum/showthread.php?t=5589
Genetic Optimizer v1.5 - NinjaTrader Support Forum
SQN (System Quality Number): New Optimizer Type: System Quality Number - NinjaTrader Support Forum
SQN (System Quality Number): Optimization function - System Quality Number - NinjaTrader Support Forum


=========================
GO Useful Tidbits
=========================

NT's Help Manual on GO Optimizer Types to build your own: http://www.ninjatrader-support.com/HelpGuideV6/helpguide.html?OptimizerType
How to use enums with GO: Optimizing bool/enum/TimeSpan parameters - NinjaTrader Support Forum
Optimization Logger (1): Data Collection Per Trade - NinjaTrader Support Forum
Compiling Stats via CSVs via GOs: Compiling Statistics - NinjaTrader Support Forum
Optimizer vs Optimizer Type: Optimiser Type - NinjaTrader Support Forum

Footnotes:
(1) Collect additional user-defined data on a per-trade basis. For example, I would love to collect volume data, indicator values, % price movements, etc. on the entry bar of a trade and show that data in the trades tab grid in the strategy analyzer results. That way, I could analyze volume, etc. on winning vs losing trades, etc.


Last edited by jdfagan; June 26th, 2010 at 03:21 AM. Reason: Updating some links. Adding pros/cons section as I learn them for each GO.
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  #3 (permalink)
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Thanks for collecting this! IMHO it would be a nice idea to include a list of unique/special features of each optimizer. What I for one especially like about MoGo is that optimization constraints could be defined. For example something like: (2*Target) > Stop
And, as well, that the minimum number of trades for a valid optimization result could be given.

Marc

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