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optimizer algo

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    optimizer algo

    I was wondering how the optimization works in NT. Do you exceute backtest for every possible param configs so if there 4 vars to be optimized and each var has let say 3 steps then no of possible configs 3*3*3*3= 81.
    So if you follow linear time compleixty then it should take 81*(time taken for 1 execution).

    But that doesn't seem like the case with NT as it keeps changing remaining time while optimization is running. How do you calculate remaining time? It keep varying a lot.

    #2
    morphtrade,

    It is done through an exhaustive algorithm that does indeed check every single permutation possible.

    The time remaining could change depending on PC environment changes as things like memory becomes less, etc.
    Josh P.NinjaTrader Customer Service

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      #3
      I leave the the system after starting optimization process so the memory and cpu usage is not varying a lot and remaining time jumps from 7 hours to 12 hours that a big jump if you use linear time complexity.

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        #4
        Hello,

        I will have someone reply to you on Monday. Thank you for your patience.
        DenNinjaTrader Customer Service

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          #5
          morphtrade,

          Depending on your computer resources, it will take more/less time depending on how extensive of an optimization you are trying to run.
          Josh P.NinjaTrader Customer Service

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