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Need Constructor Overload to Allow Arrays As NinjaScriptStrategyParameters

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  • NinjaTrader_ChelseaB
    replied
    Hello pel11,

    I'm not certain, but it sounds like you are wanting a collection editor.

    See use case #5 in SampleIndicatorTypeConverter_NT8.
    https://ninjatrader.com/support/help...r_to_custo.htm

    Leave a comment:


  • Need Constructor Overload to Allow Arrays As NinjaScriptStrategyParameters

    For multi-instrument trading and strategy optimization, there is no constructor overload which allows arrays to be used for the NinjaScriptStrategyParameters class. For example, I have a portfolio of a least 40 instruments, for which In need to optimize 4 parameters per instrument, based on the indicator parameters. If I could overload a single array like X[40,3], I would be able to use

    Code:
    myIndicator=myInd(BarsArray[BarsInProgress], X[BarsInProgress,0], X[BarsInProgress,1], X[BarsInProgress,2], X[BarsInProgress,3]);
    and the GA optimizer would optimize all the parameters. Also, the GA does not need to know which set of 4 parameters is used per BIP, since it will optimize all 160 (=40*4) parameters together to increase profit factor for the entire basket of instruments. On the user end, I just need to use a 2D array so I know which set of 4 is being used.


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