Announcement
Collapse
No announcement yet.
Partner 728x90
Collapse
NinjaTrader
optimization with Interactive Brokers
Collapse
X
-
optimization with Interactive Brokers
Despite trying to cut down on my variables my current optimiztion looks like it expects to take about 22 hours. I anticipate a problem when IB shuts down around midnight EST and the connection is lost. How does Ninja handle this? I see a window saying IB was lost and that NInja has to be shut down and restarted. So does that mean my optimiztion has to be restarted from scratch? If I have all the data loaded into a chart and have set Ninja to record historical data shouldn't the optimization be able to use that data offline and not be interrupted by the IB shutdown? Am I missing a setting where I could instruct Ninja to do the opt. "offline" or better yet "continue offline if online connection is lost" because the latter would allow for my normal real time data use and trading during the day.Tags: None
-
Hello,
You are not required to have an active connection when doing a backtest or optimization. When starting the test, the historical data will be downloaded if you do not already have it. After that point you no longer need your connection active.
Keep in mind that due to the nature of different calculations the estimated time to complete may not be accurate once you get into the several hour range.Because it sounds like you are running a very involved test I would suggest looking into the genetic algorithm as this will drastically cut down testing times while still providing a powerful test: http://www.ninjatrader.com/support/h..._algorithm.htmLanceNinjaTrader Customer Service
-
Thanks Lance I will look at that. So if I'm understanding you right -- if I leave Ninja running an opt. at 11pm EST, then if I have the data in my chart to cover the time period involved the opt will complete despite the midnight IB disconnect and having to restart Ninja in the morning? Is the final date of the test a factor at all? I'm wondering if there is a situation where Ninja would be looking for real time data as opposed to historical and "get upset" if there was no live data connection.
Comment
-
Hello,
Yes you would want to have the end date set to the prior day if you wanted to ensure new data would not be loaded in. It wouldn't be loaded after the test was started but if the current date is selected you could be downloading the new data at the start of the test.
If you wanted to you could run a single backtest over the time frame, disconnect from IB, and start the optimization.LanceNinjaTrader Customer Service
Comment
Latest Posts
Collapse
Topics | Statistics | Last Post | ||
---|---|---|---|---|
Started by CortexZenUSA, Today, 12:53 AM
|
0 responses
1 view
0 likes
|
Last Post
by CortexZenUSA
Today, 12:53 AM
|
||
Started by CortexZenUSA, Today, 12:46 AM
|
0 responses
1 view
0 likes
|
Last Post
by CortexZenUSA
Today, 12:46 AM
|
||
Started by usazencortex, Today, 12:43 AM
|
0 responses
5 views
0 likes
|
Last Post
by usazencortex
Today, 12:43 AM
|
||
Started by sidlercom80, 10-28-2023, 08:49 AM
|
168 responses
2,265 views
0 likes
|
Last Post
by sidlercom80
Today, 12:05 AM
|
||
Started by Barry Milan, Yesterday, 10:35 PM
|
3 responses
11 views
0 likes
|
Last Post Yesterday, 11:58 PM |
Comment