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Partner 728x90
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Optimizer last bar
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You are correct. As mentioned previously, a single input value is used for each individual strategy run; the value of Fast does not change over the lifecycle of the strategy and stays the same through the entire date range.
If you would like these values to change within a date range I would recommend reviewing the walk forward optimizer, https://ninjatrader.com/support/help...e_a_strate.htm
Please let us know if there are any other ways we can help.
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BTW:
This is what I ended up doing to get the values and it seems to be printing the values being optimized at the "end" of each optimization itteration:
Code:protected override void OnPositionUpdate(Position position, double averagePrice, int quantity, MarketPosition marketPosition) { if (position.MarketPosition == MarketPosition.Flat) { ++strategy_trade_counts; Trade a = SystemPerformance.AllTrades[SystemPerformance.AllTrades.Count - 1]; if(a.ProfitCurrency>=0) ++winning_count; if(a.ProfitCurrency<0) ++losing_count; winning_average = SystemPerformance.AllTrades.WinningTrades.TradesPerformance.NetProfit / winning_count; losing_average = Math.Abs(SystemPerformance.AllTrades.LosingTrades.TradesPerformance.NetProfit) / losing_count; cum_profit =SystemPerformance.AllTrades.TradesPerformance.Currency.CumProfit; } if(Times[0][0].Date == new DateTime(2014, 12, 31)) { Print(string.Format("{0};{1};{2};{3};{4};{5};{6};{7};{8};{9};{10}",Time[0],strategy_trade_counts,winning_count,losing_count,winning_average,losing_average,PL_Ratio,Target,break_even,Tapper_increments,cum_profit)); } }
-ps; I did a test; the optimizer iterations were 20; and the output printed that I was looking for is also 20 and then I tested the output individually in the strategy analyzer and the cum_profit matches the output I printed during the optimzition so the answer to my question is, "YES, each iteration runs through the entire period for a given variable the optimizer is testing."Last edited by staycool3_a; 09-17-2018, 08:47 PM.
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Originally posted by NinjaTrader_JessicaP View PostWith respect to the genetic optimizer, I modified the above code so it actually places trades. Code samples we provide are for educational purposes, and are not intended for live trading, and are not guaranteed to accomplish any user goal or to be maintained.
When I run this over all the values 1 through 100 (setting Fast to 1;100;1) we see
- A single input value is used for each individual strategy run; the value of Fast does not change over the lifecycle of the strategy and stays the same through the entire date range
- A random sample of starting values is selected
- Many high scoring values are repeated. For example, look for values near the optimal value of 5, such as 6.
- Many values are ignored
Code:Last close was 2910.75 on bar 247449 for optimization over fast period 57 Last close was 2910.75 on bar 247449 for optimization over fast period 40 Last close was 2910.75 on bar 247449 for optimization over fast period 26 Last close was 2910.75 on bar 247449 for optimization over fast period 98 Last close was 2910.75 on bar 247449 for optimization over fast period 82 Last close was 2910.75 on bar 247449 for optimization over fast period 25 Last close was 2910.75 on bar 247449 for optimization over fast period 97 Last close was 2910.75 on bar 247449 for optimization over fast period 69 Last close was 2910.75 on bar 247449 for optimization over fast period 55 Last close was 2910.75 on bar 247449 for optimization over fast period 39 Last close was 2910.75 on bar 247449 for optimization over fast period 87 Last close was 2910.75 on bar 247449 for optimization over fast period 32 Last close was 2910.75 on bar 247449 for optimization over fast period 6 Last close was 2910.75 on bar 247449 for optimization over fast period 5 Last close was 2910.75 on bar 247449 for optimization over fast period 7 Last close was 2910.75 on bar 247449 for optimization over fast period 91 Last close was 2910.75 on bar 247449 for optimization over fast period 78 Last close was 2910.75 on bar 247449 for optimization over fast period 19 Last close was 2910.75 on bar 247449 for optimization over fast period 24 Last close was 2910.75 on bar 247449 for optimization over fast period 28 Last close was 2910.75 on bar 247449 for optimization over fast period 80 Last close was 2910.75 on bar 247449 for optimization over fast period 27 Last close was 2910.75 on bar 247449 for optimization over fast period 60 Last close was 2910.75 on bar 247449 for optimization over fast period 68 Last close was 2910.75 on bar 247449 for optimization over fast period 51 Last close was 2910.75 on bar 247449 for optimization over fast period 25 Last close was 2910.75 on bar 247449 for optimization over fast period 5 Last close was 2910.75 on bar 247449 for optimization over fast period 57 Last close was 2910.75 on bar 247449 for optimization over fast period 6 Last close was 2910.75 on bar 247449 for optimization over fast period 7 Last close was 2910.75 on bar 247449 for optimization over fast period 69 Last close was 2910.75 on bar 247449 for optimization over fast period 26 Last close was 2910.75 on bar 247449 for optimization over fast period 55 Last close was 2910.75 on bar 247449 for optimization over fast period 62 Last close was 2910.75 on bar 247449 for optimization over fast period 19 Last close was 2910.75 on bar 247449 for optimization over fast period 63 Last close was 2910.75 on bar 247449 for optimization over fast period 32 Last close was 2910.75 on bar 247449 for optimization over fast period 93 Last close was 2910.75 on bar 247449 for optimization over fast period 10 Last close was 2910.75 on bar 247449 for optimization over fast period 74 Last close was 2910.75 on bar 247449 for optimization over fast period 76 Last close was 2910.75 on bar 247449 for optimization over fast period 94 Last close was 2910.75 on bar 247449 for optimization over fast period 89 Last close was 2910.75 on bar 247449 for optimization over fast period 49 Last close was 2910.75 on bar 247449 for optimization over fast period 43 Last close was 2910.75 on bar 247449 for optimization over fast period 36 Last close was 2910.75 on bar 247449 for optimization over fast period 47 Last close was 2910.75 on bar 247449 for optimization over fast period 95 Last close was 2910.75 on bar 247449 for optimization over fast period 80 Last close was 2910.75 on bar 247449 for optimization over fast period 88 Last close was 2910.75 on bar 247449 for optimization over fast period 35 Last close was 2910.75 on bar 247449 for optimization over fast period 2 Last close was 2910.75 on bar 247449 for optimization over fast period 5 Last close was 2910.75 on bar 247449 for optimization over fast period 74 Last close was 2910.75 on bar 247449 for optimization over fast period 29 Last close was 2910.75 on bar 247449 for optimization over fast period 69 Last close was 2910.75 on bar 247449 for optimization over fast period 3 Last close was 2910.75 on bar 247449 for optimization over fast period 36 Last close was 2910.75 on bar 247449 for optimization over fast period 57 Last close was 2910.75 on bar 247449 for optimization over fast period 26 Last close was 2910.75 on bar 247449 for optimization over fast period 71 Last close was 2910.75 on bar 247449 for optimization over fast period 10 Last close was 2910.75 on bar 247449 for optimization over fast period 100 Last close was 2910.75 on bar 247449 for optimization over fast period 84 Last close was 2910.75 on bar 247449 for optimization over fast period 20 Last close was 2910.75 on bar 247449 for optimization over fast period 41 Last close was 2910.75 on bar 247449 for optimization over fast period 13 Last close was 2910.75 on bar 247449 for optimization over fast period 91 Last close was 2910.75 on bar 247449 for optimization over fast period 54 Last close was 2910.75 on bar 247449 for optimization over fast period 56 Last close was 2910.75 on bar 247449 for optimization over fast period 17 Last close was 2910.75 on bar 247449 for optimization over fast period 7 Last close was 2910.75 on bar 247449 for optimization over fast period 65 Last close was 2910.75 on bar 247449 for optimization over fast period 72 Last close was 2910.75 on bar 247449 for optimization over fast period 70 Last close was 2910.75 on bar 247449 for optimization over fast period 2 Last close was 2910.75 on bar 247449 for optimization over fast period 29 Last close was 2910.75 on bar 247449 for optimization over fast period 69 Last close was 2910.75 on bar 247449 for optimization over fast period 5 Last close was 2910.75 on bar 247449 for optimization over fast period 57 Last close was 2910.75 on bar 247449 for optimization over fast period 7 Last close was 2910.75 on bar 247449 for optimization over fast period 26 Last close was 2910.75 on bar 247449 for optimization over fast period 3 Last close was 2910.75 on bar 247449 for optimization over fast period 10 Last close was 2910.75 on bar 247449 for optimization over fast period 90 Last close was 2910.75 on bar 247449 for optimization over fast period 74 Last close was 2910.75 on bar 247449 for optimization over fast period 71 Last close was 2910.75 on bar 247449 for optimization over fast period 6 Last close was 2910.75 on bar 247449 for optimization over fast period 18 Last close was 2910.75 on bar 247449 for optimization over fast period 97 Last close was 2910.75 on bar 247449 for optimization over fast period 8 Last close was 2910.75 on bar 247449 for optimization over fast period 91 Last close was 2910.75 on bar 247449 for optimization over fast period 61 Last close was 2910.75 on bar 247449 for optimization over fast period 11 Last close was 2910.75 on bar 247449 for optimization over fast period 85 Last close was 2910.75 on bar 247449 for optimization over fast period 99 Last close was 2910.75 on bar 247449 for optimization over fast period 1 Last close was 2910.75 on bar 247449 for optimization over fast period 66 Last close was 2910.75 on bar 247449 for optimization over fast period 21 Last close was 2910.75 on bar 247449 for optimization over fast period 13 Last close was 2910.75 on bar 247449 for optimization over fast period 5
This is perfect.
Another aspect of my question is:
When the genetic optimizer is running, when it picks 5 for fast period... does it run this for the entire date range or does it randomly select random dates within the date range.
Thank you
Leave a comment:
-
With respect to the genetic optimizer, I modified the above code so it actually places trades. Code samples we provide are for educational purposes, and are not intended for live trading, and are not guaranteed to accomplish any user goal or to be maintained.
When I run this over all the values 1 through 100 (setting Fast to 1;100;1) we see
- A single input value is used for each individual strategy run; the value of Fast does not change over the lifecycle of the strategy and stays the same through the entire date range
- A random sample of starting values is selected
- Many high scoring values are repeated. For example, look for values near the optimal value of 5, such as 6.
- Many values are ignored
Code:Last close was 2910.75 on bar 247449 for optimization over fast period 57 Last close was 2910.75 on bar 247449 for optimization over fast period 40 Last close was 2910.75 on bar 247449 for optimization over fast period 26 Last close was 2910.75 on bar 247449 for optimization over fast period 98 Last close was 2910.75 on bar 247449 for optimization over fast period 82 Last close was 2910.75 on bar 247449 for optimization over fast period 25 Last close was 2910.75 on bar 247449 for optimization over fast period 97 Last close was 2910.75 on bar 247449 for optimization over fast period 69 Last close was 2910.75 on bar 247449 for optimization over fast period 55 Last close was 2910.75 on bar 247449 for optimization over fast period 39 Last close was 2910.75 on bar 247449 for optimization over fast period 87 Last close was 2910.75 on bar 247449 for optimization over fast period 32 Last close was 2910.75 on bar 247449 for optimization over fast period 6 Last close was 2910.75 on bar 247449 for optimization over fast period 5 Last close was 2910.75 on bar 247449 for optimization over fast period 7 Last close was 2910.75 on bar 247449 for optimization over fast period 91 Last close was 2910.75 on bar 247449 for optimization over fast period 78 Last close was 2910.75 on bar 247449 for optimization over fast period 19 Last close was 2910.75 on bar 247449 for optimization over fast period 24 Last close was 2910.75 on bar 247449 for optimization over fast period 28 Last close was 2910.75 on bar 247449 for optimization over fast period 80 Last close was 2910.75 on bar 247449 for optimization over fast period 27 Last close was 2910.75 on bar 247449 for optimization over fast period 60 Last close was 2910.75 on bar 247449 for optimization over fast period 68 Last close was 2910.75 on bar 247449 for optimization over fast period 51 Last close was 2910.75 on bar 247449 for optimization over fast period 25 Last close was 2910.75 on bar 247449 for optimization over fast period 5 Last close was 2910.75 on bar 247449 for optimization over fast period 57 Last close was 2910.75 on bar 247449 for optimization over fast period 6 Last close was 2910.75 on bar 247449 for optimization over fast period 7 Last close was 2910.75 on bar 247449 for optimization over fast period 69 Last close was 2910.75 on bar 247449 for optimization over fast period 26 Last close was 2910.75 on bar 247449 for optimization over fast period 55 Last close was 2910.75 on bar 247449 for optimization over fast period 62 Last close was 2910.75 on bar 247449 for optimization over fast period 19 Last close was 2910.75 on bar 247449 for optimization over fast period 63 Last close was 2910.75 on bar 247449 for optimization over fast period 32 Last close was 2910.75 on bar 247449 for optimization over fast period 93 Last close was 2910.75 on bar 247449 for optimization over fast period 10 Last close was 2910.75 on bar 247449 for optimization over fast period 74 Last close was 2910.75 on bar 247449 for optimization over fast period 76 Last close was 2910.75 on bar 247449 for optimization over fast period 94 Last close was 2910.75 on bar 247449 for optimization over fast period 89 Last close was 2910.75 on bar 247449 for optimization over fast period 49 Last close was 2910.75 on bar 247449 for optimization over fast period 43 Last close was 2910.75 on bar 247449 for optimization over fast period 36 Last close was 2910.75 on bar 247449 for optimization over fast period 47 Last close was 2910.75 on bar 247449 for optimization over fast period 95 Last close was 2910.75 on bar 247449 for optimization over fast period 80 Last close was 2910.75 on bar 247449 for optimization over fast period 88 Last close was 2910.75 on bar 247449 for optimization over fast period 35 Last close was 2910.75 on bar 247449 for optimization over fast period 2 Last close was 2910.75 on bar 247449 for optimization over fast period 5 Last close was 2910.75 on bar 247449 for optimization over fast period 74 Last close was 2910.75 on bar 247449 for optimization over fast period 29 Last close was 2910.75 on bar 247449 for optimization over fast period 69 Last close was 2910.75 on bar 247449 for optimization over fast period 3 Last close was 2910.75 on bar 247449 for optimization over fast period 36 Last close was 2910.75 on bar 247449 for optimization over fast period 57 Last close was 2910.75 on bar 247449 for optimization over fast period 26 Last close was 2910.75 on bar 247449 for optimization over fast period 71 Last close was 2910.75 on bar 247449 for optimization over fast period 10 Last close was 2910.75 on bar 247449 for optimization over fast period 100 Last close was 2910.75 on bar 247449 for optimization over fast period 84 Last close was 2910.75 on bar 247449 for optimization over fast period 20 Last close was 2910.75 on bar 247449 for optimization over fast period 41 Last close was 2910.75 on bar 247449 for optimization over fast period 13 Last close was 2910.75 on bar 247449 for optimization over fast period 91 Last close was 2910.75 on bar 247449 for optimization over fast period 54 Last close was 2910.75 on bar 247449 for optimization over fast period 56 Last close was 2910.75 on bar 247449 for optimization over fast period 17 Last close was 2910.75 on bar 247449 for optimization over fast period 7 Last close was 2910.75 on bar 247449 for optimization over fast period 65 Last close was 2910.75 on bar 247449 for optimization over fast period 72 Last close was 2910.75 on bar 247449 for optimization over fast period 70 Last close was 2910.75 on bar 247449 for optimization over fast period 2 Last close was 2910.75 on bar 247449 for optimization over fast period 29 Last close was 2910.75 on bar 247449 for optimization over fast period 69 Last close was 2910.75 on bar 247449 for optimization over fast period 5 Last close was 2910.75 on bar 247449 for optimization over fast period 57 Last close was 2910.75 on bar 247449 for optimization over fast period 7 Last close was 2910.75 on bar 247449 for optimization over fast period 26 Last close was 2910.75 on bar 247449 for optimization over fast period 3 Last close was 2910.75 on bar 247449 for optimization over fast period 10 Last close was 2910.75 on bar 247449 for optimization over fast period 90 Last close was 2910.75 on bar 247449 for optimization over fast period 74 Last close was 2910.75 on bar 247449 for optimization over fast period 71 Last close was 2910.75 on bar 247449 for optimization over fast period 6 Last close was 2910.75 on bar 247449 for optimization over fast period 18 Last close was 2910.75 on bar 247449 for optimization over fast period 97 Last close was 2910.75 on bar 247449 for optimization over fast period 8 Last close was 2910.75 on bar 247449 for optimization over fast period 91 Last close was 2910.75 on bar 247449 for optimization over fast period 61 Last close was 2910.75 on bar 247449 for optimization over fast period 11 Last close was 2910.75 on bar 247449 for optimization over fast period 85 Last close was 2910.75 on bar 247449 for optimization over fast period 99 Last close was 2910.75 on bar 247449 for optimization over fast period 1 Last close was 2910.75 on bar 247449 for optimization over fast period 66 Last close was 2910.75 on bar 247449 for optimization over fast period 21 Last close was 2910.75 on bar 247449 for optimization over fast period 13 Last close was 2910.75 on bar 247449 for optimization over fast period 5
Attached Files
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Thank you for your question, staycool3_a
It sounds like what you are after is processing during State.Terminated if State.Configure was reached. I have attached a NinjaScript example which accomplishes this goal, and produces the following output :
Code:Last close was 2910.75 on bar 247449 for optimization over fast period 7 Last close was 2910.75 on bar 247449 for optimization over fast period 4 Last close was 2910.75 on bar 247449 for optimization over fast period 1 Last close was 2910.75 on bar 247449 for optimization over fast period 2 Last close was 2910.75 on bar 247449 for optimization over fast period 8 Last close was 2910.75 on bar 247449 for optimization over fast period 3 Last close was 2910.75 on bar 247449 for optimization over fast period 6 Last close was 2910.75 on bar 247449 for optimization over fast period 5 Last close was 2910.75 on bar 247449 for optimization over fast period 10 Last close was 2910.75 on bar 247449 for optimization over fast period 9 Last close was 2910.75 on bar 247449 for optimization over fast period 7
I will address the genetic optimizer question in another post.Attached Files
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Optimizer last bar
Hi
Is there a way to access the very last bar of an optimizer? I want to run an optimizer and optimize a variable
Let’s say variable is .1;1;.1; at every single iteration once the optimizer has tested ... for example... “.1” I want to print out values from my strategy.
I’m thinking if I run the optimizer from from 1/1/2017 to 1/1/2018... I can add a condition in my strategy to print those values if the day is 1/1/2018.
But is there a way to access the last bar of optimizers iteration for each individual iteration of a variable? Also, using a genetic optimizer, does the optimizer run each variable from 1/1/2017 to 1/1/2018 data for each iteration of a variable or does it randomly test these values within the date range in small chunks?
Basically, I want to see the FINAL results of my strategy from different possible values of a variable and then do further analysis.Tags: None
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