optimizer algo

[morphtrade]

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.

[NinjaTrader_JoshP]

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.

[morphtrade]

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.

[NinjaTrader_Ben]

Hello,

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

[NinjaTrader_JoshP]

morphtrade,

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