This might be a tough question... I think.
My strategy has about 10 variables that I did an optimization on. I just got done with some in-sample optimization. I ran through about 300k iteration. I printed the values that I was interested in to the output window for each iteration. Did the analysis I wanted outside of NT. Now I’ve got about 1k combination of the 10 variables that I’d like to do out-of-sample testing on.
Is there a way to update the set of my variables and run the strategy analyzed using ninjascript? Or is the only option to run each of the combination one-by-one?
I was thinking I could set individual combination of my variables within a bool. The bool at the end of each strategy analyzer conclusion would kick off the next bool and restart the strategy analyzer for the same date range.
So:
If bool a=true
{
variable a=1;
Variable b=2;
Variable c=3;
-Somehow run strategy analyzer for 2012-2018.
-If today is last day of strategy analyzer run, then,
set bool b = true
}
If bool b= true
{ run strategy analyzer for the same date range as above with new variables
....
}
I think this shouldn’t be hard as long as there is a way to kick off strategy analyzer using ninjascript and then trapping it in a loop that goes from bool to bool
Thoughts?
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