Optimizing Time periods

[latkinso]

Hi Again

Can you explain if the optimizing feature has the ability
to optimize time periods?

IE: would like to know what timeframe a particular strategy
works best with.

Thanks

Lynn

[NinjaTrader_Dierk]

Unfortunately this is not supported.

[latkinso]

Optimizing time periods

Thanks for prompt response.

Is this something that could be considered in future updates?

It would be a huge time saver.

Thanks

Lynn

[NinjaTrader_Dierk]

Thanks for your suggestion. We'll add it to the list of future considerations.

[scriabinop23]

Hi Again

Can you explain if the optimizing feature has the ability
to optimize time periods?

IE: would like to know what timeframe a particular strategy
works best with.

Thanks

Lynn

You know you can manually do this yourself already. Use a 'if
ToTime(Time[0]) >= ToTime(variable, 00, 00) {}' in your code.

and just make that an input variable to optimize against.

[latkinso]

Optimizing Time Periods

Thanks for your input.

I am at very basic level of programming skills, and not sure
I understand your suggestions. I was hoping that the chart
timeframes could be added to the optimizer such that could
test strategy could be tested over a large number of timeframes for an optimum level. Is this what could be accomplished with your suggestion?

Thanks for your input

Lynn Atkinson

[dbw451]

Change Optimize/Backtest values in Strategy

As a generalization of this thread's 'optimizing time period' enhancement request, it would be great to be able to set any Backtest or Optimize value like:

Data series -> Type
Data series -> Value
Time frame -> From
Time frame -> To
General -> Min. bars required

in the Strategy code (maybe in the Initialize() method). That way the Optimizer could iterate over Parameter values and the Strategy code could change the Optimize/Backtest values dynamically for each parameter iteration.

Maybe this can already be done? Since historical futures data I use is divided into 3 month contracts, right now I run each chart time frame and each data series period (i.e. the time frame From and To) manually and separately. It sure would be nice to setup a single optimization iteration over several years of futures contracts for several chart time frames. The easiest and most flexible way I can see to do that would be to control the Optimize/Backtest values from the Strategy code.

Regards,

David
dbw451

[NinjaTrader_JoshP]

Thank you for your suggestion David. I will forward it to development.