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Should I let the optimizer continue to run or should I abort?

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    Should I let the optimizer continue to run or should I abort?

    Am using NT7 with MBTrading.

    I am running the strategy optimizer on a custom strategy based on 6 months of historical data. I've entered a large amount of parameters (About 10 different parameters from 0-50, with a couple at 0-100, all done at 1 frequency) to optimize so I assume it will have to test thousands of combination across 6 months, which will take many hours to do.

    The control center status bars says the optimizer is running but the estimated time to complete keeps changing. So far it's been running about 36 hours. Which is fine with me as long as it will eventually show the results. But will it show the results eventually or does the estimated completion time constantly changing signal a problem and I should abort?

    Not sure if matters since it's historical data, but during the process the connection to the broker was lost. Optimizer never stopped though. Just fyi in case it matters.

    #2
    Hi Trankuility,

    Thank you for your post.

    I would suggest trying a few smaller batches, since as you mentioned, that is an extremely large task for your machine to process. It's possible that you may just need to wait for the calculations to complete, but if you do a few smaller batches you can simply export the results, compare them, then rerun them to see details.

    As for the disconnect, that should not have any affect, however, I'm unable to say for certain.
    TimNinjaTrader Customer Service

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      #3
      I ran smaller batches and those were good. So I assumed the larger just needed a long time to complete. I'll let it run for a while longer. Thanks for the info.

      Comment

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