Optimizer iteration result insertion & extraction

February 3rd, 2011, 04:54 AM

When optimizing, I need to know the result of every iteration just when it's executed, to export it to another app, and where it is added to the optimization results to add new ones. The final result, when the optimization is finished, is unusefull for me. Is there a way to make it? I've implemented my own optimizer, and I noticed a mehod, RunIteration, where it could be done, but to overload it (if possible) I would need to know its code. If this is not a possibility, could someone tell me how I could achieve it?

February 3rd, 2011, 09:27 AM

It seems you might going down the road to something like View360 .... here is a thread to see what another trader did with the same needs
Problem writing to file during strategy optimisation - [AUTOLINK]NinjaTrader[/AUTOLINK] Support Forum

Jon

February 4th, 2011, 04:43 AM

I think it's an optimizer problem, not a strategy one. My research, up to date, is that the performance for each iteration can be found on IterationCompleted(object individual, double performanceValue) in OptimizerMethod.

February 9th, 2011, 03:17 AM

In RunIteration(Iterationcomplete, Object) I can get the performance of the iteration, which solves one problem.

But I don't know how to modify the performance before NT stores it. I think that if I could look at the code of RunIteration method, I could get to the point where it's done, and overload it to change it. Any idea of how to make it? It's difficult, as these are unsupported methods, but the improvement in optimization time execution is worthy.

Optimizer iteration result insertion & extraction

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Optimizer iteration result insertion & extraction