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Optimizer not finding the optimum parameters

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    Optimizer not finding the optimum parameters

    I have stumbled upon this lately and several times, since I got it again tonight I thought I'd post here.

    I run the optimizer with various ranges and it reports back the optimum strategies. But what I've found is that when I just try ad-hoc parameters myself, sometimes the results are better. How is this possible? I assume the optimizer will run all the combinations, and in that case it shouldn't be possible. Since I'm finding better results myself, I think the optimizer didn't try that combination (even though it's in the ranges I specify).

    For example, I have optimizer use 50-75 and it reports back 70 is optimal. I run tests and I find that using 60 produces 2x the profit.

    Just wondering if others have seen this. I don't mind optimizing myself, I'm just curious what's going on.

    #2
    Hello,

    Make sure you are:

    - Optimizing on the same thing. For example, max profit.
    - Using the default optimizer algorithm.
    DenNinjaTrader Customer Service

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      #3
      Originally posted by NinjaTrader_Ben View Post
      Hello,

      Make sure you are:

      - Optimizing on the same thing. For example, max profit.
      - Using the default optimizer algorithm.
      I was optimizing for max profit factor (the default) so that explains it. I didn't realize there was an option. Thank you.

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