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Optimizer My Input help clarification needed.

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    Optimizer My Input help clarification needed.

    Hi guys I wrote a strategy and I would like to optimize it with Ninjatrade optimizer. However when I get to the screen it gives me a input of 1;1;1 (min,max, increments)

    I don't understand how to use this it not a simple EMA strategy. It has multiple variables from parabolicSAR, EMA, candle, Volume. when I get to the optimizer screen and it says that Parameters 169(myinput0) was the best optimization I don't understand what it changed.

    My question is where can I see what it changed.

    #2
    wallstreetking, can you please clarify your question? When you optimize, it will run through the parameters you provide. The min/max/increment format lets you choose the minimum value, max value, and the increment to test, so for an example, 2;10;2 means it would start at 2 then test 4, 6, 8, and finally 10. Then in the results page, the analyzer will show you which parameters gave you the highest performance (keep in mind you also choose which metric to optimize on, be it max profit, max profit factor, min drawdown, etc).

    In the attached screenshot, I ran the optimizer with the slow setting 10;20;2 and left the fast setting at 25. The optimizer tab then shows the most profitable slow setting is 18.
    Attached Files
    AustinNinjaTrader Customer Service

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      #3
      I have attached 2 Files. One is showing my strategy, and the second one is the optimizer window. What I dont understand is what is Ninjatrader optimizing. My strategy is not a simple EMA Cross over, it is more complicated than that and has more indicators. So What I want to know is when I run Optimizer which of the parameters are being changed. Is it the Open>Close or is it the weighted ==parabolic, or CrossBelow Bollinger etc.
      Attached Files

      Comment


        #4
        Hi again, for your strategy, none of the parameters are actually being optimized. In order for a period value or something like that to be able to be optimized, you must declare it as a variable. So, for example, instead of 14 for the bollinger value, you could use a variable called BollingerPeriod and set it to a default value of 14, and then you would be able to optimize it.
        AustinNinjaTrader Customer Service

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          #5
          So when put in 10;30;1 nothing is actually happening the strategy is not being optimized?????? can you clarify little more
          Attached Files

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            #6
            wallstreetking,

            I am responding on behalf of Austin.

            Essentially, you will need 1 variable as a user defined input for every input to your indicators that you are trying to optimize over. For example, say you are entering only with a MACD. You will need to have a SlowPeriod. FastPeriod and Smooth defined as user inputs if you want to optimize the MACD.

            For example if you call something in your code like EMA(20)[0] this 20 is the only period it will ever have as the 20 has been statically assigned. If you want to optimize this period, you will need to have a variable set up like "EmaPeriod", then call EMA as follows : EMA(EmaPeriod)[0];

            This allows the optimizer to set your user defined variable and it will be reflected in your strategy code.

            Please let me know if I can assist further.
            Adam P.NinjaTrader Customer Service

            Comment

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