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Using the Genetic Optimizer

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    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.

    #2
    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.
    Ryan M.NinjaTrader Customer Service

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      #3
      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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        #4
        If you want to run it through all possible tests, why not use the Default optimizer type?
        Ryan M.NinjaTrader Customer Service

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          #5
          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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            #6
            It's clear. There's unfortunately no NinjaTrader feature for this. It would have to be controlled with how you structure your optimization tests.
            Ryan M.NinjaTrader Customer Service

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