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Ninja Trader Strategy Optimization 101


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Ninja Trader Strategy Optimization 101

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  #1 (permalink)
Chronomacros
Voorhees, New Jersey, United States
 
 
Posts: 5 since Jul 2021
Thanks: 5 given, 0 received

I am interested in learning what the less obvious parts of the Optimizer are in layman's terms.

I am currently confused about the 3 number parameters in the strategy optimizer tool in NT8

What are these values pulled from or supposed to represent and calculate in the optimizer.
Fast slow and another entry field in the analyzer.
(13;6;78)

Please assist and clarify

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 hedgeplay 
Austin Texas / US
 
Experience: Intermediate
 
Posts: 118 since Dec 2019
Thanks: 98 given, 144 received


Chronomacros View Post
I am interested in learning what the less obvious parts of the Optimizer are in layman's terms.

I am currently confused about the 3 number parameters in the strategy optimizer tool in NT8

What are these values pulled from or supposed to represent and calculate in the optimizer.
Fast slow and another entry field in the analyzer.
(13;6;78)

Please assist and clarify

Hi,

Click the little arrow to the left of those numbers and you might see them break down into "Max, Min and Increment"

HedgePlay


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  #3 (permalink)
Chronomacros
Voorhees, New Jersey, United States
 
 
Posts: 5 since Jul 2021
Thanks: 5 given, 0 received


Thank you very much for responding to me I am going to go back into the optimizer to check on this but I don't believe I saw those titles next to them. I saw something of the nature of slow and fast for the field names.
I am going to try to make sure and then I will see how I get on with what you have let me know. Thanks a million.

Okay so I understand what you explained and YES you were completely right. I was able to adjust the optimizer and run it.

Very Helpful.

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 hedgeplay 
Austin Texas / US
 
Experience: Intermediate
 
Posts: 118 since Dec 2019
Thanks: 98 given, 144 received

Greetings!


1) Where can I find really good help with NinjaTrader development and use?




Chronomacros View Post
Has anybody begun working on this and maybe have/has a forum that can help understanding the underlying logic and language that ninja leverages.

Yes. The vendor's NinjaTrader platform / technical support is uniquely very good with helping new users.

Did I bold that? Good. Stop and read it again before going on.. cause now, early on, is the time you will gain the most value from it.. so start using it today!


This is just an example link (one of many ) showing how see people sometimes almost form a relationship with the support team to work a project through. This guy keeps coming back in this thread and three others like it each week with question after question and they just patiently help him drive forward to each next step.

https://ninjatrader.com/support/forum/forum/ninjatrader-8/indicator-development/1164563-cannot-implicitly-convert-system-datetime-to-double-cs0029

Easy to find a number of recent examples of continued help as people work through a topic. Note the links below but the majority of these threads are about answering the same questions you asked in the two posts you submitted today. Newer customers trying to build a foundation.

https://ninjatrader.com/support/forum/forum/ninjatrader-8/indicator-development/1164934-tracking-aggressive-orders-above-the-ask-and-below-the-bid
https://ninjatrader.com/support/forum/forum/ninjatrader-8/platform-technical-support-aa/1163030-wrong-rollover-dates
https://ninjatrader.com/support/forum/forum/ninjatrader-8/platform-technical-support-aa/1164865-receiving-error-message-nq-09-21-is-not-supported-by-this-account




The people who get a HUGE amount of help from the NT forum are those people who:

- Are polite and cheerful, not worried about you there.
- Who are trying to build something themselves, not pawn it off on the support team
- Are drinking the koolaid, trying to build Strategies or Indicators following using the tools, tutorials and processes recommended by the NT team.
- Who actually ask more questions and ask for more help than most people do (and uncommon experience).
- People who have acted on the previous advice and are either struggling to make that advice work or have gotten past that question and are on the error three lines down. If you are a 'doer" they will keep responding pretty quickly. They seem to like this work more than answering one-off questions.

https://ninjatrader.com/support/forum/forum




Start using that support forum today.. get one or more of these questions answered.


Chronomacros View Post
I am noticing a specific problem with ninja scripts. if you set limit buys and limit sells sort of as a bracket, in certain cases the two entries cancel each other out by default AND there is an open position left or at times a double entry in the market that does not even appear in the chart trader or dom. i want neither of these results. The only similar functionality that ninja references is OCO but OCO is the clean way of choosing between two in a mutually exclusive fashion.


Keep it Simple and be a 'doer'. Conceptual questions do not always get a good response. They do much better with 'help me get this described problem solved in this attached file.

An example of what gets the best response from them is if you open the example SMA Crossover strategy in the NT Strategy Builder app and start to model an example of an order process you are trying to execute .. start by just making simple changes to that working example and as soon as the first question surfaces or if you desire to use functionality you and do not see how to add it draft a short four sentence paragraph stating what you are trying to accomplish and attach the file of the strategy or indicator you have been tweaking to that same post. ..

And you just might be off and running from there.



More to come answers to come..

HedgePlay

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 hedgeplay 
Austin Texas / US
 
Experience: Intermediate
 
Posts: 118 since Dec 2019
Thanks: 98 given, 144 received

2) How do I develop the technical and process skills to use NT8 well?


Chronomacros View Post
I want to understand how to convert a "workflow" or simple logical process of trading into Ninja trader (C#?) based code instructions and avoid conflicts in logic or errors while doing it. Where can a person gain understanding of that? I think on ninjas site. It is not exactly as clear as it ought to be. Has anybody begun working on this and maybe have/has a forum that can help understanding the underlying logic and language that ninja leverages.


Straight up with no soft intro text.

If you are new to software development, new to NinjaTrader, trying to answer the questions your asking, and further trying to develop effective capabilities with Ninja where you will no longer often be asking questions ... there is no more effective or fast path to follow than to:

2.1) Endeavor first to become a flat out expert, a master at using the stiff, grouchy and sometimes frustrating NT Strategy Builder.
You can get ongoing help and eventually a pretty good collection of specific working examples to start with and your add your edits to try to build what you want.

Over time you will want to write more and more of your own code. As you advance you will wan tot do things that require pretty complex and unintuitive C# coding. Often is no faster way to find out how to write this difficult than by modeling what you want to do in the Strategy Builder and letting the Strategy builder produce a 'somewhat close' example of this difficult code for you.

So building strong skills at using Strategy Builder helps to level the playing field for those who did not get a Computer Science degree in college.

2.2) Early on write everything you build by starting with a reasonably close example provide by Ninja on one the app share site.


Code to Leverage - Samples designed for use in the Strategy Builder
The Indicator and Strategy Samples that shipped with NT8
In each support thread you start ask the NT person to post examples or additional topic relevant samples.

Some of these:
Online Reference Samples - Indicators https://ninjatrader.com/support/helpGuides/nt8/?indicator2.htm
Online Reference Samples - Strategies https://ninjatrader.com/support/helpGuides/nt8/?strategy2.htm

As you advance start new projects by leveraging working examples from the NT app share site.
While indicators and strategies from FIO can not be posted into public NT support forum threads existing apps from the NT app share site can so they make a great starting point while you are honing your skills. https://ninjatraderecosystem.com/user-app-share/



3) Are Good NinjaTrader 8 Learning & Reference Resources Available?:

On-Line NT8 Guide - Good place starting place to learn the tool and an ongoing go-to resource for many topics.
https://ninjatrader.com/support/helpGuides/nt8/?strategy_builder.htm
https://ninjatrader.com/support/helpGuides/nt8/?builder_screens.htm
https://ninjatrader.com/support/helpGuides/nt8/?strategybuilder_condition_builder.htm
https://ninjatrader.com/support/helpGuides/nt8/?actions.htm

ATM https://ninjatrader.com/support/helpGuides/nt8/?atm_strategy.htm
There is a good number of "How to use NT Strategy Builder" YouTube Videos.
A search query with many videos https://www.youtube dot com/results?search_query=Ninjatrader+Strategy+Builder
A few videos are embedded here.





A great Learning Resource NT's Support Forums
Much can be learned listening on the questions from response to top concerns from other customers. Every few days scan each of the four forums under this link and read threads with topics that match your own concerns and also the very active thread. You can learn a lot fast. https://ninjatrader.com/support/forum/forum/ninjatrader-8

LaunchPad, a $13 book for new NT8 users
Download the first 15% sample to read for free to see the book's worth to you. https://www.smashwords.com/books/view/720214?ref=scottdaggett


Reference: About 150 TinyTake very short How To videos from Forum support threads (spreadSheet attached below)






Continued with part 3 in the next post



HedgePlay

Attached Files
Register to download File Type: xlsx Ninjatrader 8 videos3.xlsx (30.0 KB, 4 views)
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 hedgeplay 
Austin Texas / US
 
Experience: Intermediate
 
Posts: 118 since Dec 2019
Thanks: 98 given, 144 received

Part 3 Continued ...


Google search is very effective to help find solutions

Google search is very effective to help find solutions to error message and threads where people talked about topics you are trying to sort out. Often a better way to search NT's forums than the search built into the forum site.

Google "NinjaTrader < and whatever the error message function call name or topic >"
https://www.google.com/search?q=Ninjatrader&oq=Ninjatrader&aqs=chrome..69i57j69i59l3j69i60l3j69i65.1688j0j15&sourceid=chrome&ie=UTF-8


Some respectable FIO resources exist


A number of the strategies here I believe are NT Strategy Builder compatible. I think folks new to NT might find some value in scanning all pages written since 2016.





Example of the WIP strategies in that thread.. there was one period in the thread were most of the attachments would work in the Strategy Builder but for sure many will not.

Open the link below and then click the in the "Thread / Post" column to open the forum page where those attachments are posted.




https://futures.io/misc.php?do=showattachments&t=32758&sort=&order=desc&hideimg=1&page=6






Is that enough to get you started?

HedgePlay

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