AI Generate results

[mbrandau]

I have to say, I am extremely disappointed with the results after waiting 2 hours for them. I selected 127 indicators, 25 candle stick formations and the top 10 results all had either 1 or 2 trades in a 3+ month period of time. Insanity. Help me understand how this can be run with a normal amount of trades not 2 in 3 months. See pic.

[Bobin]

I feel sorry for the support to have to answer this question.
If you want a good answer, then please be polite, objective and describe your problem in details

[EB Worx]

The problem with NinjaTraders AI Generator is that it only optimizes on trade Performance and totally ignores the # of trades needed to reach that performance

This leads to the AI generator thinking that a strategy that just takes 1 winning trade and makes $1000 is a far better strategy than a strategy that takes 100 trades which makes $15000
Why? because that 1 winning trade will get a trade performance of 99 (see your own screenshot)
However, the strategy which makes more trades and makes more profit will get a much lower trade performance (perhaps 80) and thus gets filtered out of the results

This is clearly a bug/flaw in the AI Generator and makes it useless


I (and others) notified NinjaTrader about this before, but they just respond that the AI generator is experimental :-(
As always they assign some bug/feature number to it, put it on their list, and then you never ever hear about it again

https://ninjatrader.com/support/foru...93-ai-generate
https://ninjatrader.com/support/foru...s-only-1-trade
https://ninjatrader.com/support/foru...te-skewed-data
https://ninjatrader.com/support/foru...ng-based-on-pf

[NinjaTrader_ChelseaB]

Hello All,

The AI Generate does have limitations, number of trades, max strength, etc, but we are tracking interest in this new feature.
For now it remains experimental.

Note priority with our development is directed at pressing issues with new systems and functionality breaking items. But this is still being incubated and we do appreciate your feedback.

[EB Worx]

Hi Chelsea

Thanks for your reply,
This bug was first mentioned back in 2019. That's 3 years ago now, How can you say that it's still in the experimental phase after 3 years?

I mentioned this before but I really hope that NinjaTrader will become more transparent about all these bugs & feature requests in 2022
Nobody expects you to fix everything which comes up, but a little bit more transparency would be very appreciated
Just a roadmap on what we can expect in the upcoming versions. This is what almost every development company is doing these days
Like it is now, is just frustrating. We notify NinjaTrader of a bug or request a new feature, it gets assigned a number and then we never hear from it again
A lot of the requests made are already dating back 3-4 years without any progress. Some even go back to NinjaTrader 7

Does NinjaTrader realize that there comes a point where people will just stop giving feedback since they never hear anytime anymore about the feedback they gave,

Again.. you guys have an amazing product, I really love it. But please make this more transparent for your customers

Erwin
NinjaTrader Ecosystem Vendor - EB Worx

tradedevils-indicators.com

[pjsmith]

The problem with NinjaTraders AI Generator is that it only optimizes on trade Performance and totally ignores the # of trades needed to reach that performance

This leads to the AI generator thinking that a strategy that just takes 1 winning trade and makes $1000 is a far better strategy than a strategy that takes 100 trades which makes $15000
Why? because that 1 winning trade will get a trade performance of 99 (see your own screenshot)
However, the strategy which makes more trades and makes more profit will get a much lower trade performance (perhaps 80) and thus gets filtered out of the results

This is clearly a bug/flaw in the AI Generator and makes it useless


I (and others) notified NinjaTrader about this before, but they just respond that the AI generator is experimental :-(
As always they assign some bug/feature number to it, put it on their list, and then you never ever hear about it again

https://ninjatrader.com/support/foru...93-ai-generate
https://ninjatrader.com/support/foru...s-only-1-trade
https://ninjatrader.com/support/foru...te-skewed-data
https://ninjatrader.com/support/foru...ng-based-on-pf

yes, I agree completely. It's useless for anything based on the metric they use to select the best strategies. I was really excited when this first came out - It seems to have been completely abandoned since. A strategy with 1 trade in it, might indeed be the 'best', but it's clearly not what anyone wants...

[ErikHR1969]

Why don't you just temporarily change the OptimizationFitness class on your development server for training purposes?

I am sure someone can come up with a better function than me, but here is an example. Run AI generate on 3 stocks and aggregate the results (see attached image).

Sample Code that will not optimize to 1 trade; Temp Hack for AI Generate for 3 stocks from 2014 to present.

//
// Copyright (C) 2022, NinjaTrader LLC <www.ninjatrader.com>.
// NinjaTrader reserves the right to modify or overwrite this NinjaScript component with each release.
//
#region Using declarations
using NinjaTrader.NinjaScript.Indicators;
using System;
using System.Collections.Generic;
using System.ComponentModel;
using System.ComponentModel.DataAnnotations;
using System.Linq;
using System.Text;
using System.Windows.Media;
using System.Xml.Serialization;
#endregion

namespace NinjaTrader.NinjaScript.OptimizationFitnesses
{
    public class MaxProfitFactor : OptimizationFitness
    {

        static Int64 cnt = 0;
        static double maxValue = double.MinValue;

        protected override void OnCalculatePerformanceValue(StrategyBase strategy)
        {

            var Trds = strategy.SystemPerformance.AllTrades;
            if (Trds.TradesCount < 50) Value = -60000.00;
            else Value = strategy.SystemPerformance.AllTrades.TradesPerformance.ProfitFactor;

        }

        protected override void OnStateChange()
        {              
            if (State == State.SetDefaults)
                Name = NinjaTrader.Custom.Resource.NinjaScriptOptimizationFitnessNameMaxProfitFactor;
        }

    }
}
​

[gummybar]

Why don't you just temporarily change the OptimizationFitness class on your development server for training purposes?

I am sure someone can come up with a better function than me, but here is an example. Run AI generate on 3 stocks and aggregate the results (see attached image).

Sample Code that will not optimize to 1 trade; Temp Hack for AI Generate for 3 stocks from 2014 to present.

//
// Copyright (C) 2022, NinjaTrader LLC <www.ninjatrader.com>.
// NinjaTrader reserves the right to modify or overwrite this NinjaScript component with each release.
//
#region Using declarations
using NinjaTrader.NinjaScript.Indicators;
using System;
using System.Collections.Generic;
using System.ComponentModel;
using System.ComponentModel.DataAnnotations;
using System.Linq;
using System.Text;
using System.Windows.Media;
using System.Xml.Serialization;
#endregion

namespace NinjaTrader.NinjaScript.OptimizationFitnesses
{
public class MaxProfitFactor : OptimizationFitness
{

static Int64 cnt = 0;
static double maxValue = double.MinValue;

protected override void OnCalculatePerformanceValue(StrategyBase strategy)
{

var Trds = strategy.SystemPerformance.AllTrades;
if (Trds.TradesCount < 50) Value = -60000.00;
else Value = strategy.SystemPerformance.AllTrades.TradesPerformance.ProfitFactor;

}

protected override void OnStateChange()
{
if (State == State.SetDefaults)
Name = NinjaTrader.Custom.Resource.NinjaScriptOptimizationFitnessNameMaxProfitFactor;
}

}
}
​

How do you actually save this? when i edit the code it doesn't allow to save it, if i compile it doesn't work as well.

[Entwaze]

Heres an idea,
Dont use AI generate,
Standard Optimization is all you need
YOU Program the rest

[ErikHR1969]

You download Visual Studio and from the script editor click the icon that has the tool tip "Open project in Visual studio". Use visual studio for your editing instead of the Script editor in NinjaTrader.