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"optimize data series" issue

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    "optimize data series" issue

    I'm attempting to optimize my strategy in the strategy analyzer, and I've selected the "optimize data series" option. The data series is ES 06-20, and I set the data parameters to: minimum 100 ticks, maximum 5000 ticks, increment 100. However, when I run the strategy it hangs and continues to display "calculating" until I abort the test. What might be causing this issue?

    #2
    Hello tradykat,

    Thank you for your note.

    Does your strategy draw any objects such as lines, arrows, etc. to the chart? Temporarily commenting any drawing objects your strategy prints to the chart out is often very helpful when backtesting or optimizing as these can have a significant memory impact when you're trying to run lots of tests over long periods of time.

    What date range are you optimizing over?

    Also, who is your data provider? Some providers do not provide historical tick data from their data servers, and many only provide a few days of tick data at a time during trading hours. Do you already have the tick data you will be using for your optimization stored locally for the entire time frame you're attempting to test? If not, it's quite likely that the issue is stemming from the optimizer trying to get a large amount of tick data at once. If you try testing the strategy optimizing on a minute based series, does the optimization complete successfully?

    Thanks in advance; I look forward to assisting you further.
    Kate W.NinjaTrader Customer Service

    Comment


      #3
      Thank you for your reply, Kate. I've solved the issue by optimizing a smaller range of the data series. I was confused by how long NT spends calculating these 30 iterations, but apparently it takes a lot longer to calculate data series optimization vs other optimization that I've tested.

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