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Is there a way to exclude some parameters combinations from optimization?

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    Is there a way to exclude some parameters combinations from optimization?

    Hi,

    I coded an Strategy and I would like to exclude some parameters combination to optimization. A simple example:

    Parameter fastValue with this range 5:50:1
    Parameter slowValue with this range 25:100:1

    But I would like to exclude any combination where slowValue < fastValue. I'm looking for suggestions to find a simple way to do it, may be I'm missing some Ninjatrader feature that can do it.

    Thank you for you help

    Regards
    Last edited by mbcmbc; 12-05-2020, 12:47 PM.

    #2
    Hi mbcmbc,
    Not really, see below.
    https://ninjatrader.com/support/foru...ons#post845108
    Thus, even if you "forbid" certain combinations in the code, the number of iterations will still be the same. However, the optimization should run (a bit) faster because no trades have to be calculated for "forbidden" combinations.
    To verify that your "exclude some combinations" logic works fine, have a look at the optimization report. It should include some rows with no trades/results (b/c you kicked them).
    You might need to increase the "Keep best # results" to a number equal to the number of iterations to be able to see this.
    The attached illustrated this.
    NT-Roland
    Attached Files

    Comment


      #3
      Hi NT-Roland,

      I'll do it as you suggested then.

      Thank you for your reply!

      Regards

      Comment

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