PDA

View Full Version : Saving Optimization Results


dkrumholz
08-21-2009, 06:25 AM
Is there a way to save the results from an optimization? Often I find that I want to optimize over non-contiguous periods which seems not to be an option. It would be great if I could optimize over several date ranges and/or save the results for consolidatation later. Are either of those options available? Is the code for the optimizer available so that can we modify it?

NinjaTrader_Bertrand
08-21-2009, 06:36 AM
dkrumholz, please check into this link for how to save the performance results - http://www.ninjatrader-support.com/HelpGuideV6/SavingResults.html

Yes, you can code your own optimization algorithm - http://www.ninjatrader-support.com/HelpGuideV6/OptimizerType.html

For NinjaTrader 7 a 'Genetic Algorithm' is featured -

http://www.ninjatrader.com/webnew/NT7/NinjaTrader7.html

dkrumholz
08-21-2009, 07:55 AM
I would like to be able to save the data from the optimizer into Excel or some other db format to be able to aggregate optimizer runs for further analysis. Is that an available feature?

NinjaTrader_Bertrand
08-21-2009, 08:00 AM
Just right click in the results and select 'Export to Excel'