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Showing results 1 to 25 of 87
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Posts Made By:
piersh
Forum:
NinjaTrader
May 21st, 2010, 01:12 PM
Replies:
197
NinjaTrader Genetic Optimizer
Views:
91,647
Posted By
piersh
if you hover over the controls, you should see a...
if you hover over the controls, you should see a short description of what each one does...
Forum:
NinjaTrader
May 1st, 2010, 06:19 PM
Replies:
197
NinjaTrader Genetic Optimizer
Views:
91,647
Posted By
piersh
yes, sorry, that's a UI issue - it shouldn't let...
yes, sorry, that's a UI issue - it shouldn't let you uncheck all of the options for a bool/enum parameter. the number of combinations is zero because you're telling the optimizer that your bool can...
Forum:
NinjaTrader
April 25th, 2010, 01:26 AM
Replies:
17
Strategy Fitness Test
Views:
6,830
Posted By
piersh
it's my opinion (for what it's worth) that it's...
it's my opinion (for what it's worth) that it's as hard to develop a good metric with which to evaluate an automated strategy as it is to develop the strategy itself. it's also much more important to...
Forum:
NinjaTrader
April 11th, 2010, 06:25 PM
Replies:
197
NinjaTrader Genetic Optimizer
Views:
91,647
Posted By
piersh
oh man, i'm sorry. i did a bad export. ...
oh man, i'm sorry. i did a bad export.
please re-download v1.12 from the download section and try the import again.
Forum:
NinjaTrader
April 10th, 2010, 03:06 AM
Replies:
197
NinjaTrader Genetic Optimizer
Views:
91,647
Posted By
piersh
v1.12 - cutoffs & stochastics
hey guys, i've added a couple of things to 1.12:
a 'MinimumPerformance' cutoff parameter. once the best found performance reaches this value the optimizer will automatically stop.
PHStochastic...
Forum:
NinjaTrader
April 10th, 2010, 02:57 AM
Replies:
197
NinjaTrader Genetic Optimizer
Views:
91,647
Posted By
piersh
thanks, i appreciate it! i hope your...
thanks, i appreciate it!
i hope your strategy works out ;-)
Forum:
NinjaTrader
April 7th, 2010, 01:02 PM
Replies:
197
NinjaTrader Genetic Optimizer
Views:
91,647
Posted By
piersh
ah, i've just uploaded v1.11 which should fix...
ah, i've just uploaded v1.11 which should fix these conflicts.
let me know if that works for you or not...
Forum:
NinjaTrader
April 7th, 2010, 01:03 AM
Replies:
197
NinjaTrader Genetic Optimizer
Views:
91,647
Posted By
piersh
if that doesn't work, try searching for *.cs...
if that doesn't work, try searching for *.cs files containing the text 'ParameterSet' in your Type & Strategy. maybe there's some conflict with some other code...
Forum:
NinjaTrader
April 4th, 2010, 01:09 PM
Replies:
197
NinjaTrader Genetic Optimizer
Views:
91,647
Posted By
piersh
does it say what the errors are?
does it say what the errors are?
Forum:
MultiCharts
April 4th, 2010, 05:08 AM
Replies:
53
Sticky:
VIDEO: MultiCharts vs. NinjaTrader strategy backtesting and optimization
Views:
54,543
Posted By
piersh
i think NT's EMA is identical to MC's. a little...
i think NT's EMA is identical to MC's. a little algebra will get you this:
double var0 = 2.0 / (1 + period);
if (CurrentBar == 0)
Value.Set (Input [0]);
else
Value.Set (Value[1] + var0 *...
Forum:
NinjaTrader
April 4th, 2010, 04:02 AM
Replies:
197
NinjaTrader Genetic Optimizer
Views:
91,647
Posted By
piersh
hmmm.... it looks like the v1.10 file is there,...
hmmm.... it looks like the v1.10 file is there, but the filename it's given when you download it is the old PHGenetic_v1.09.zip. check the comments at the top of the PHGenetic.cs file you have. if it...
Forum:
NinjaTrader
April 3rd, 2010, 01:41 PM
Replies:
197
NinjaTrader Genetic Optimizer
Views:
91,647
Posted By
piersh
hi, sorry for the delay. i had a major disk...
hi, sorry for the delay.
i had a major disk crash on my main machine (steer clear of RAID0) and it's taken a while to get my NinjaTrader/development environment back on line...
i've just...
Forum:
NinjaTrader
February 10th, 2010, 01:24 PM
Replies:
197
NinjaTrader Genetic Optimizer
Views:
91,647
Posted By
piersh
sorry for the delay. it looks like I introduced a...
sorry for the delay. it looks like I introduced a bug which affects NT6.5. i'll try to fix it soon, unfortunately my NT box is having some problems :(
Forum:
NinjaTrader
February 4th, 2010, 08:07 PM
Replies:
197
NinjaTrader Genetic Optimizer
Views:
91,647
Posted By
piersh
yes, that looks good. the 'int' & 'double'...
yes, that looks good. the 'int' & 'double' parameter won't show in the GA Optimizer dialog - you can set those in the usual place, in the Strategy Analyzer 'optimize' dialog.
Forum:
NinjaTrader
February 4th, 2010, 04:29 PM
Replies:
197
NinjaTrader Genetic Optimizer
Views:
91,647
Posted By
piersh
well, in order for your strategy's varables to...
well, in order for your strategy's varables to show up, you'll need to expose each one of them as properties.
for example:
[Category ("Parameters")]
public SuperTrendMode...
Forum:
NinjaTrader
February 4th, 2010, 03:22 PM
Replies:
197
NinjaTrader Genetic Optimizer
Views:
91,647
Posted By
piersh
let's have a look. can you post your code here?...
let's have a look. can you post your code here? you can strip out the code inside your Initialize/OnBarUpdate/etc. methods... i'm mostly interested in how you're declaring your properties.
Forum:
NinjaTrader
February 4th, 2010, 02:36 PM
Replies:
197
NinjaTrader Genetic Optimizer
Views:
91,647
Posted By
piersh
do the properties in your strategy look like...
do the properties in your strategy look like this?
[Category ("Parameters")]
public PriceType PriceType
{
get { return _priceType; }
set {...
Forum:
NinjaTrader
February 4th, 2010, 02:05 PM
Replies:
197
NinjaTrader Genetic Optimizer
Views:
91,647
Posted By
piersh
you should only need to 'enum' the MA and mode...
you should only need to 'enum' the MA and mode parameters, the others will just be regular int/doubles. what's the problem you're seeing?
Forum:
NinjaTrader
February 2nd, 2010, 12:46 PM
Replies:
43
I Want A Better Chart
Views:
15,805
Posted By
piersh
yes indeed. it's especially important when...
yes indeed. it's especially important when sampling to retain as much of the original source signal as possible - once you've erased it there's no getting it back.
let's assume, for the sake of...
Forum:
NinjaTrader
February 1st, 2010, 12:12 PM
Replies:
43
I Want A Better Chart
Views:
15,805
Posted By
piersh
right, i understand what you're saying, and i'm...
right, i understand what you're saying, and i'm sure you're right about the majority using that setup.
the problem is that there's no single herd, there's a bunch of different herds, each herd...
Forum:
NinjaTrader
January 31st, 2010, 05:34 AM
Replies:
43
I Want A Better Chart
Views:
15,805
Posted By
piersh
this is an excellent illustration. i've always...
this is an excellent illustration. i've always thought that any chart/method that's based on walking forward from a given time/price/volume (for example, a 5 minute chart, or bar patterns) is...
Forum:
NinjaTrader
January 27th, 2010, 02:23 AM
Replies:
67
VIDEO TUTORIAL: How to create an advanced NinjaTrader Strategy
Views:
85,640
Posted By
piersh
very nice. a quick FYI: in NT7 (c# 3.0) you...
very nice.
a quick FYI: in NT7 (c# 3.0) you can declare your strategy/indicator properties like this if you don't care about the Math.Min part:
[GridCategory("Parameters")]
public MAType MA1...
Forum:
NinjaTrader
January 26th, 2010, 01:25 AM
Replies:
197
NinjaTrader Genetic Optimizer
Views:
91,647
Posted By
piersh
Thanks, Mike! v1.09 should fix this issue.
Thanks, Mike! v1.09 should fix this issue.
Forum:
NinjaTrader
January 25th, 2010, 02:41 PM
Replies:
197
NinjaTrader Genetic Optimizer
Views:
91,647
Posted By
piersh
New version, supports NT7
I've uploaded a new version v1.08, available here (https://nexusfi.com/free_downloads/ninjatrader/strategies/303-download.html?view).
this version supports both NT6.5 & NT7, although I haven't...
Forum:
NinjaTrader
January 25th, 2010, 03:49 AM
Replies:
197
NinjaTrader Genetic Optimizer
Views:
91,647
Posted By
piersh
I made a bit of progress with the NT7 port. I...
I made a bit of progress with the NT7 port. I should have something for you to try in a day or two...
Showing results 1 to 25 of 87
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