NexusFi: Find Your Edge


Home Menu

 





How to choose the best period for indicators?


Discussion in NinjaTrader

Updated
      Top Posters
    1. looks_one Tradeer with 6 posts (1 thanks)
    2. looks_two SpeculatorSeth with 3 posts (7 thanks)
    3. looks_3 Fat Tails with 2 posts (2 thanks)
    4. looks_4 casey44 with 1 posts (1 thanks)
      Best Posters
    1. looks_one SpeculatorSeth with 2.3 thanks per post
    2. looks_two Fat Tails with 1 thanks per post
    3. looks_3 casey44 with 1 thanks per post
    4. looks_4 Tradeer with 0.2 thanks per post
    1. trending_up 3,361 views
    2. thumb_up 11 thanks given
    3. group 6 followers
    1. forum 11 posts
    2. attach_file 5 attachments




 
Search this Thread

How to choose the best period for indicators?

  #11 (permalink)
 
Fat Tails's Avatar
 Fat Tails 
Berlin, Europe
Market Wizard
 
Experience: Advanced
Platform: NinjaTrader, MultiCharts
Broker: Interactive Brokers
Trading: Keyboard
Posts: 9,888 since Mar 2010
Thanks Given: 4,242
Thanks Received: 27,103


Tradeer View Post
Hi Fat Tails,

thanks for your answer and tips! I appreciate it.
I have already tested a period of 200-1000 with interesting results.
Yes the RAM memory should not really be a problem, nevertheless Ninajtrader often crashes, especially with the normal optimization which almost doesn't work at all with range bars for a longer period.

When NinjaTrader crashes, this is likely due to indicators or strategies that have not been properly coded. Backtesting with range bars should not cause any problems either.

Reply With Quote
Thanked by:

Can you help answer these questions
from other members on NexusFi?
Better Renko Gaps
The Elite Circle
How to apply profiles
Traders Hideout
What broker to use for trading palladium futures
Commodities
Pivot Indicator like the old SwingTemp by Big Mike
NinjaTrader
MC PL editor upgrade
MultiCharts
 
  #12 (permalink)
 SpeculatorSeth   is a Vendor
 
Posts: 780 since Apr 2016
Thanks Given: 22
Thanks Received: 1,018

There are definitely issues with the strategy analyzer. There is some sort of lingering memory leak. You'll run out of memory as you run tests even if the strategy only uses built in indicators. Setting IncludeTradeHistoryInBacktest = false and IsInstantiatedOnEachOptimizationIteration = false can help, but you'll probably still run into situations where you just need to restart Ninja to free up memory. More iterations also increase memory usage. So when I had 16gb ram I could only run about 1000 iterations.

Reply With Quote
Thanked by:




Last Updated on January 12, 2021


© 2024 NexusFi™, s.a., All Rights Reserved.
Av Ricardo J. Alfaro, Century Tower, Panama City, Panama, Ph: +507 833-9432 (Panama and Intl), +1 888-312-3001 (USA and Canada)
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.
About Us - Contact Us - Site Rules, Acceptable Use, and Terms and Conditions - Privacy Policy - Downloads - Top
no new posts