Data exchange between strategies

[bkool]

Hello,

I'm using two separate strategies. One is using the optimizer and historical data to generate some variables, which are then utilized by the second strategy for the actual trading. Currently, I just copy/paste the data from one to the other, but wish to directly read it, hopefully even in real time. Any suggestions?

Tnx.

[NinjaTrader_RyanM1]

Hello bkool,

Manual is the only way currently. There is no built in communication possible between strategies and unfortunately no way to access programatically the best results returned by the optimizer. We appreciate the feedback, and this suggestion is currently assigned ID # 16 in our tracking system. This suggestion relates to automatically setting the parameters of a real time strategy according to what is returned by the optimizer.

[bkool]

Thanks Ryan.

I've also found an issue with the Genetic Optimizer:
When you walk forward on optimization period of one day and test period of one day, using a time frame of several days - the walk forward results, except for the first one, include the optimized day. This doesn't occur on 2/2 optimize/test periods.

Best,

bkool.

[NinjaTrader_RyanM1]

Hi bkool,

When using session templates that are 24 hrs with times cross multiple days (e.g. FOREX session template), it is expected that doing things like backtests will include trades from seemingly the date before and the date after. This is because those dates are required to get the full trading session as defined by the session template.

There is a limitation with walk forward tests, where each walk forward period may double count trades on "transition" dates.