• If this is your first visit, you will have to register before you can post. To view messages, please scroll below and select the forum that you would like to visits. Questions? Be sure to check out the Forum FAQ.

Announcement

Collapse
No announcement yet.

Partner 728x90

Collapse

Optimiser not testing all possible values

Collapse
X
 
  • Filter
  • Time
  • Show
Clear All
new posts

    Optimiser not testing all possible values

    I am aware of the "optimise data series" function that is built into the optimiser except this forces me to select a min, a max, and an increment value to optimise on. I would like to optimise across a wider range of time frames, such as, 1 min, 5 min, 15 min, 30 min, 1 hour, 1 day, all at the same time to find the one that best suites the strategy. I have created a parameter that accepts integer values from 1-6 where each integer corresponds to a different time frame being added to the strategy. I am using this to make a strategy that can be optimised to find the ideal time frame, exit condition, trade direction, etc for a given entry condition. every other aspect of the strategy functions how I intended accept for when trying to optimise all parameters at once. Upon completion of an optimisation I can see from the optimisation tab that not all the parameters were optimised. Some parameters just remained with a value of 1. If I adjust the optimisation settings to not optimise my time frame parameter then everything else runs smoothly and all possible values are tested. Adjusting the settings to ONLY test for the ideal time also works as intended. So all the parameters work when optimising independently but not all at the same time. What is preventing the optimiser from testing all the parameters at once?

    #2
    Hello cory360,

    To clarify, you are wanting to optimize over multiple bar types, is this correct?

    This would not be currently possible.

    Would you like to submit a feature request for the NinjaTrader Development to consider adding functionality to optimize over multiple bar types to a future version of NinjaTrader?
    Chelsea B.NinjaTrader Customer Service

    Comment


      #3
      That is correct, I would like to optimise over multiple bar types.

      And I know its not already supported in the optimiser, but like I said I was able to do it through the strategy coding. The optimiser just sees it as another parameter. It worked too, I was able to find the best time frame and bar type with it, except when optimising other parameters with it so when things stopped working.

      Comment


        #4
        Hello cory360,

        You can get data using a BarsRequest() that is out of sync. This would you let you retrieve any data you wanted.

        However, this data cannot be supplied to an indicator call. So any manipulation of the data would need to be done within the script calling the data.

        Below is a publicly available link to the help guide on BarsRequest().
        http://ninjatrader.com/support/helpG...arsrequest.htm


        The Strategy Analyzer does not have the capability to test multiple bar types in an optimization. Would you like to submit a feature request for this?
        Chelsea B.NinjaTrader Customer Service

        Comment

        Latest Posts

        Collapse

        Topics Statistics Last Post
        Started by aworldnervelink, Today, 12:29 PM
        0 responses
        1 view
        0 likes
        Last Post aworldnervelink  
        Started by U0000999, Today, 10:33 AM
        3 responses
        9 views
        0 likes
        Last Post U0000999  
        Started by Aporshnev, Today, 12:14 PM
        0 responses
        4 views
        0 likes
        Last Post Aporshnev  
        Started by CopyPasteGhost, Today, 11:22 AM
        3 responses
        5 views
        0 likes
        Last Post NinjaTrader_ChelseaB  
        Started by Sulfred, Today, 12:34 AM
        2 responses
        15 views
        0 likes
        Last Post NinjaTrader_Jesse  
        Working...
        X