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Using the Genetic Optimizer

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  • NinjaTrader_RyanM1
    replied
    It's clear. There's unfortunately no NinjaTrader feature for this. It would have to be controlled with how you structure your optimization tests.

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  • kenb2004
    replied
    Because the Default Optimizer runs all parameters at the same time exhaustively, this makes the process too cumbersum. The way I have described will make 10 passes for 10 parameters. If you use Default to test 1 parameter with a min/max range of 50 value, it takes about a minute to optimize 1 parameter. If you do this 10 times, about 10 minutes. If you use the Default with 10 parameters with a value range of 50 min/max, it will take about 10 hours to optimize. All I'm trying to do is automate the 10 parameter single pass process. Is this not clear?
    Last edited by kenb2004; 01-04-2012, 05:21 PM.

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  • NinjaTrader_RyanM1
    replied
    If you want to run it through all possible tests, why not use the Default optimizer type?

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  • kenb2004
    replied
    Ryan

    Obviously I can do them 1 at a time, but the question is can the Genetic Optimizer be set up to optimize let's say 10 parameters at a time, as described above? No random, no children, no parents, just 10 parameters, one at a time until done? Simple...?
    Last edited by kenb2004; 01-04-2012, 04:58 PM.

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  • NinjaTrader_RyanM1
    replied
    Hi kenb2004,

    This isn't what the genetic optimizer is designed to do, but there's nothing preventing you from structuring your optimization tests exactly like this.

    1) Optimize a range of values for 1 parameter.
    2) The rest of your parameters will have From and To = same value.
    3) Run an optimization test.
    4) Once the test has been completed, change your just-optimized parameter to have From and To = same value.
    5) Continue optimizing the next parameter and complete steps until all is done, saving results inbetween tests so you have some reference to compare.

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  • kenb2004
    started a topic Using the Genetic Optimizer

    Using the Genetic Optimizer

    Is it possible to program the Genetic Optimizer to optimize each parameter once? And not go back and try them again. Each parameter one at a time until all parameters have been optimized once. To be clear, optimize parameter 1, then optimize parameter 2 with optimized parameter 1. Then go on to parameter 3 with optimized parameters 1 and 2. Then 4 with 1,2, and 3 etc.

    If this is possible what setting should be used?

    I read through the description in the user guide, but I'm sorry I just couldn't get past the biology thing.
    Thanks
    Last edited by kenb2004; 01-04-2012, 04:23 PM.

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