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Heiken Ashi in strategy optimizer
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Hello 2inthebush,
Apologies for overlooking that. You are correct any underlying data series cannot be optimized over.
Interest is being tracked with SFT-1299 to support this.
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Thank you. However, I was referring specifically to optimizer results if "optimize data series" is enabled while optimizing strategies with Heikin Ashi bars. NT doesn't allow actual automatic optimization of the Heikin Ashi base period value. But if "optimize data series" is enabled, the test results will add the "period" parameter to the results. However, this period parameter added to the test results (see my original attachment) is simply a glitch and has no bearing on the performance of each iteration. NT analyzer is not actually optimizing the base period value. I simply want to make this clear for any other users who might see the same behavior and be confused about it as I was.
So, this leads me to my next question - why can't Analyzer automatically optimize the data series (optimize the base period value) for Heikin Ashi bars? Is this a technical limitation of Heikin Ashi in general, or maybe an oversight in how the NT Heikin Ashi bars work within Analyzer? It's an inconvenient limitation.
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Hello 2inthebush,
The period refers to the interval value for the underlying series.
I'm showing that testing a 1 minute underlying series produces drastically different results than a 20 minute series.
Below is a link to a video of the test.
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Heiken Ashi in strategy optimizer
Update: I realize now that the "period" value in the optimizer results was a result of setting "optimize data series" to true. However, the Heikin Ashi period value returned with the test results appears to have no bearing on the overall strategy performance. It seems simply an inconsequential glitch.
I have a noob question about strategy optimizer results when testing with Heiken Ashi bars. The available Heiken Ashi settings are "base period type" and "base period value". However, in the optimizer test results, there is an additional parameter listed - "period". What does "period" refer to in this case when testing with Heiken Ashi?Last edited by 2inthebush; 07-24-2021, 02:16 PM.Tags: None
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