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Different Types & Values on Strategy Optimization?

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    Different Types & Values on Strategy Optimization?


    Hi there, is it also possible to optimize the Type of Value of a Data Series, in the Strategy Optimizaer. For example, I often want to optimize a particular strategy on an instrument at 3000, 4000, and 5000 volume, and also at 3 min, 4 min, and 5 min. Right now, I have to run this six different times, which is workable but inconvienent. I wish I could set this up as one run. Your thoughts? Thanks,



    #2
    You can do it with 2 runs. In Optimize section check "Optimize Data Series". Now you can set min, max and increment of you volume bars.
    You can't optimize volume bars and mins at the same time. Do it separately.

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      #3
      Hi timmbbo,
      "Optimize Data Series" is already built in. See the check box in Strategy Analyzer under Optimize.
      Thus, you should be able to accomplish your optimization in just two runs, one for vol (from to), one for time (from to).
      For each of them, no issue as long as you don't want to test certain values only and skip others in between, for which a smart solution does not yet seem to be available ...
      Perhaps you like the idea I posted here?
      https://ninjatrader.com/support/foru...or-enum-values
      NT-Roland
      Last edited by NT-Roland; 05-08-2021, 08:21 AM. Reason: I was far TOO late ...

      Comment


        #4
        Hello timmbbo,

        Below is a link to the help guide on Understanding optimization properties where 'Optimize Data Series' is noted.
        https://ninjatrader.com/support/help...tionProperties

        Unfortunately, testing over multiple bar types would not supported. Each bar type would need to be optimized independently.

        For volume from 3000 to 5000 incremented by 1000 use 3000;5000;1000 as the optimization value for Value.
        For 3 to 5 minutes incremented by 1 minute use 3;5;1 as the optimization value for Value.
        Chelsea B.NinjaTrader Customer Service

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