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

How to reset some data on walk-forward optimization? (image attached)

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

    How to reset some data on walk-forward optimization? (image attached)

    Hello,

    Does anybody knows how to reset some data on walk-forward optimization?
    For example I have:
    30 days optimization => 20 test; 30 days optimization => 20 test. So basically how to reset before each 30 days of optimization?

    --------
    And if this is not possible, another question would be how to keep order of optimized parameter. What I mean by that, for example I have a parameter RunCounter(0-10). So I want it to be optimized in this order: 0,1,2,3,4,5,...10. This way I could reset my data if RunCounter==0. I accept the fact it will be slower, because it will not be multi-threaded anymore.
    --------

    Anybody has any ideas how this could be achieved in NT8?

    P.S. On attached image blue arrows is where I want to run some reset code(once, not for each parameter of optimization).
    Attached Files
    Last edited by login_dejavu; 05-27-2018, 01:28 AM.

    #2
    Hello login_dejavu,

    Thank you for your note.

    You could use Instantiate On Each Optimization. Please see the following section of our helpguide,



    Please let us know if you need further assistance.
    Alan P.NinjaTrader Customer Service

    Comment


      #3
      Hi Alan,

      thanks for your reply! Unfortunately this does not guarantee the order of optimization parameter. Like I said I want the order to be preserved. For example if I have parameter "RunCounter" and I optimize it for range 1-10, I want it to be optimized in following order: 1,2,3,4....10. But if I print message on State=Configure order is always different.

      Comment


        #4
        Hello login_dejavu,

        This may be possible however would be unsupported.

        I will put in a feature request on your behalf.

        Please let us know if you need further assistance.
        Alan P.NinjaTrader Customer Service

        Comment

        Latest Posts

        Collapse

        Topics Statistics Last Post
        Started by martin70, 03-24-2023, 04:58 AM
        15 responses
        114 views
        0 likes
        Last Post NinjaTrader_Jesse  
        Started by The_Sec, Today, 02:29 PM
        1 response
        6 views
        0 likes
        Last Post NinjaTrader_Jesse  
        Started by jeronymite, 04-12-2024, 04:26 PM
        2 responses
        31 views
        0 likes
        Last Post NinjaTrader_BrandonH  
        Started by Mindset, 05-06-2023, 09:03 PM
        10 responses
        265 views
        0 likes
        Last Post NinjaTrader_BrandonH  
        Started by michi08, 10-05-2018, 09:31 AM
        5 responses
        743 views
        0 likes
        Last Post NinjaTrader_ChelseaB  
        Working...
        X