Genetic algo

[reubenlasky]

I have been very happy with the GA on NT7, now that I have slowly migrated to NT8, I noticed that there is one more setting on the GA - "Convergence Threshold". I had used the default setting of 20, but it is taking a much longer time to complete. It takes 12 minutes with this setting on NT8 whereas in NT7 it would had been a short 4 minutes or less. Can someone explain what is a "good" value for the Convergence threshold so that I can come up with similar results and taking same amount of time as in NT7? Thank you in advance.

[NinjaTrader_PaulH]

Hello reubenlasky,

Thanks for your post.

With reference to the help guide section on the Genetic Algorithm, the Parameter Convergence threshold has this definition:

Convergence threshold - Setting this will terminate the Genetic Optimization if there is more than a certain number of duplicate children in a single generation, defined by the Convergence Threshold value. This allows the optimization to terminate if no new work is getting done because it has already converged in on the most optimal solution. Example: In the screenshot above Generation size is set to 25, therefore each generation will contain 25 children, if 20 of these children are duplicates that have already been tested then the optimization will be terminated.

The property "IsInstantiatedOnEachOptimizationIteration", by default, is set to true and this means the strategy is re-created on each run which is in itself a performance penalty. Please see the help guide for further details on setting this to false: https://ninjatrader.com/support/help...niteration.htm Note that setting to false would require additional coding to your strategy.