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Optimization - Increment for double input

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    Optimization - Increment for double input

    Hello,

    How can I limit the number of digits for double inputs increment when it comes to optimization?

    I currently have a strategy that calls for an indicator, and I am using a multiplier as a double input. When I try to optimize this multiplier, it just goes to 10+ digits e.g. 1.515121454521, so it ends ups going through many iterations for no reason. I would like to limit the increment to 2x digit e.g. 1.51.
    Is there anyway to accomplish this?

    Thanks in advance

    #2
    Hello markkm,

    I wanted to clarify, is the 10+ digit value something you are calculating in your logic, or is this the direct property being optimized?

    For example, if you have a double property and in the user interface for the optimizer, you configure it as 1;5;0.1 I would expect prints of x.x values.

    If this is something you are calculating in your logic you will likely have remainders and you may need to round the value yourself to the remainder you wanted.

    I look forward to being of further assistance.
    JesseNinjaTrader Customer Service

    Comment


      #3
      Thanks Jesse, it's a direct property to be optimized.

      if you have a double property and in the user interface for the optimizer, you configure it as 1;5;0.1 I would expect prints of x.x values.

      I agree with you, and this is what I thought, but it doesn't happened that often, it only happened few times that results from optimization window were 1.06122155 for 1st performance, 1.5626241 for 2nd etc...

      I will send screen shots when it happens again.

      Comment


        #4
        Hello markkm,

        Yes if you are seeing otherwise, it would be helpful if you can collect some information surrounding that specific test and see if you are able to reproduce it. Once this happens, if you can copy the property that did this into a new empty strategy, and then test optimizing that it would be helpful to know if you are able to reproduce it in that test or if the greater strategy logic is required to see it.

        Are you seeing any errors in the log when this happens or any other indication that the optimization has in some way failed? Is the optimization able to proceed fully and provide results past the point when this occurs?


        I look forward to being of further assistance.
        JesseNinjaTrader Customer Service

        Comment


          #5
          No errors in the output, optimization completed and didn't fail, and full results were completed.
          I just switched from genetic to standard, and the number of iterations that was performed was correct.
          So I don't think it's doing 10000+ iterations for x.xxxxxxxxx digits of the double input property.

          If it happens again, I will send you the info.

          Thanks again

          Comment

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