How to export results of all parameter profiles in the multi-objective optimization ?

NexusFi · 2019-05-01T02:02:50-04:00

Hi Ninja traders, I am now running a multi-objective optimization on my strategy. The problem I encounter is, the NT 8 Multi-Objective Optimization window only gives the top 10 performance parameter profiles, while I want to export all the parameter profiles( about 10000 tests and profiles). So that I can run more in depth analysis in R. The incentive for this, is that, if I know the distribution of the test results of all the parameter sets, I have a better idea about the robustness of the strategy. There …

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Updated May 1, 2019

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How to export results of all parameter profiles in the multi-objective optimization ?

May 1st, 2019, 02:02 AM	#1 (permalink)
wolfcuring ChangChun+China Elite Member Experience: Intermediate Platform: Ninja Trader 8 Trading: Futures Posts: 4 since Oct 2011 Thanks Given: 1 Thanks Received: 0	Hi Ninja traders, I am now running a multi-objective optimization on my strategy. The problem I encounter is, the NT 8 Multi-Objective Optimization window only gives the top 10 performance parameter profiles, while I want to export all the parameter profiles( about 10000 tests and profiles). So that I can run more in depth analysis in R. The incentive for this, is that, if I know the distribution of the test results of all the parameter sets, I have a better idea about the robustness of the strategy. There is a SampleStreamWriter add-on to export data generated by an indicator. So, is there a similar add-on to export all the data generated in the multi-objective optimization? Thank you guys.

Last Updated on May 1, 2019