Feature Request for NT7

[davidj777]

Hello NinjaTrader,

While optimizing my strategy with a dozen of parameters, the following two features would come in handy:

1) Optimization Templates:
Please add the ability to save the optimization configuration in a similar way you enable your users to {load/save/save as} Chart Templates.
The same reason you added the Chart Templates feature applies here:
To save time and effort from the users reconfiguring the same configurations through the UI
again and again...

Usually I'd like to test the SAME set of numerous {MIN;MAX;STEP} configuration for a particular {Strategy + Parameters} for {different instruments / same instrument on different dates}, and currently I have to type the same configuration of {MIN;MAX;STEP} all over again for each optimization I perform. Please help to lift this burden from my daily work.

2) (Optimizer Results Grid -> Backtest) UI Integration:
Please add the ability to automatically load Backtest configuration data from a row in the Optimization Results Grid.
After an optimization is complete, each row in the optimization results grid represents the stats of a concrete set of parameters values.
Please add a context menu option while right-clicking on a row, to spawn a new Backtest which has the concrete set of parameters from the clicked row as default values.

This usage scenario occurs when trying to perform an Out-Of-Sample test for a particular set of parameters values. Out-Of-Sample test is a Backtest, and is usually performed after an optimization is finished while trying to evaluate which set suffers less from
Curve Fitting. The only alternative to the very time consuming Forward Testing is to check the set for Out-Of-Sample performance.
__________________________________________________ ________________________

I hope my suggestions aren't to hard to implement and that there's still time to make it for the NT7 official release.

Thanks in advance,
David

[NinjaTrader_Jason]

Hello davidj777,

1. Please note that you can save optimization settings per strategy. Please right click in the optimization grid and select 'Set Default For XXX'.

I will forward your suggestion to support optimization templates to our Development team and ask them if they can add this to the list of future considerations of the software.

2. If you right cick on a row in the Optimizer-tab you can select 'Performance Viewer..'. It will open up a new window with results for this specific backtest.

However, you would like to include the ability to backtest these parameters on different historical data than was used during the optimization, correct? I will forward this suggestion as well.

As you mention, you can perform a walk forward test too.

[davidj777]

Hello Jason,

1. I wasn't aware for the "Set default for XXX" option. Thanks!
Still, optimization templates may give more flexibility, and it makes
sense to divide them "per strategy".

2. My suggestion is indeed to include the ability to backtest a set of optimized parameters on different historical data than was used during the optimization.

You guys are doing great job with NT7!!

Thank you,
David

[NinjaTrader_Jason]

Hello David,

Thank you for clarifying. Your suggestions have been forwarded.


Have a nice day!