Optimize the genetic optimizer parameters?

[ch9090]

Dear all,

I am trying to find if experienced users have posted on how to optimize the GO parameters.

Every time I run it with the same parameters it returns some quite different results!

I understand the concept that it test only a limited number of combination but I am curious to see if someone came with a good set of default parameters to run a thorough GO?

Any ideas are welcomed

Cheers, CH90

[NinjaTrader_RyanM1]

Hi CH90,

The default settings used is what NinjaTrader feels is a good compromise for # of tests / accuracy in the results. It will really depend on your specific strategy settings, but will leave here for community to share their experience using genetic optimizer. A description of genetic optimizer is available here:

http://www.ninjatrader.com/support/helpGuides/nt7/genetic_algorithm.htm

[ch9090]

Hi Ryan, Thank you for the quick reply. It seems your URL points back to this thread. Cheers. Ch90

[NinjaTrader_Bertrand]

CH90, would this link here work better for you?

http://www.ninjatrader.com/support/helpGuides/nt7/genetic_algorithm.htm

Thanks and have a good day,

[ch9090]

Yes, thank you for the link. My initial reaction was to read the manual before asking questions on the forum. Considering how powerful this is I was just surprised to see how little posts there is on the subject of optimizing the optimizer. A good day to you too. ch90

[ch9090]

Recently I've fixed my strategy parameters and run a few dozen genetic optimizations (GO) to try to find the optimum set of parameters. The results are highly different and e.g. the profit factor ranges widely between 0.5 and 3.

Thus I've increased tremendously the # of generations up to 10,000 and the population size to 500. Stil results are very different every time I push the optimize button!

Any idea how could I stabilize the results and narrow down the parameters I am testing?

Many thanks for your help,
Chris

[NinjaTrader_RyanM1]

Thanks for the post, Chris. Would you see similar when testing this on provided SampleMaCrossOver strategy? In my tests here, this will always produce the same results for multiple optimization tests. Are there are any random elements coded in your strategy? What version of NinjaTrader are you currently using? Check using Help > About.

[ch9090]

Dear Ryan,

I've 7.0.1000.7 and optimizing the SampleMaCrossOver provides also quite different results.

My strategy has 8 parameters but nothing fancy (MACD, volume, price and RSI).

Any brillant ideas?

[NinjaTrader_RyanM1]

I'm not sure, sorry. Please send a note to support 'at' ninjatrader 'dot' com, Attn: RyanM. I'm happy to take a look at what you're running into via remote assistance.