Announcement

Collapse

Looking for a User App or Add-On built by the NinjaTrader community?

Visit NinjaTrader EcoSystem and our free User App Share!

Have a question for the NinjaScript developer community? Open a new thread in our NinjaScript File Sharing Discussion Forum!
See more
See less

Partner 728x90

Collapse

Heiken Ashi in strategy optimizer

Collapse
X
 
  • Filter
  • Time
  • Show
Clear All
new posts

  • NinjaTrader_ChelseaB
    replied
    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.
    https://ninjatrader.com/support/foru...395#post845395

    Leave a comment:


  • 2inthebush
    replied
    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.

    Leave a comment:


  • NinjaTrader_ChelseaB
    replied
    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.
    https://drive.google.com/file/d/1Z7S...w?usp=drivesdk

    Leave a comment:


  • 2inthebush
    started a topic Heiken Ashi in strategy optimizer

    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?
    Attached Files
    Last edited by 2inthebush; 07-24-2021, 02:16 PM.

Latest Posts

Collapse

Topics Statistics Last Post
Started by chumpsky33, Today, 03:21 AM
0 responses
2 views
0 likes
Last Post chumpsky33  
Started by klaus w, Today, 02:09 AM
0 responses
8 views
0 likes
Last Post klaus w
by klaus w
 
Started by RaddiFX, Yesterday, 11:57 PM
1 response
17 views
0 likes
Last Post NinjaTrader_Marco  
Started by Tonofit, Today, 12:00 AM
0 responses
12 views
0 likes
Last Post Tonofit
by Tonofit
 
Started by ck6libra, Yesterday, 11:20 PM
1 response
17 views
0 likes
Last Post NinjaTrader_Manfred  
Working...
X