Please forget about my last post. Here is an updated file:
//
// Copyright (C) 2006, NinjaTrader LLC <www.ninjatrader.com>.
//
#region Using declarations
using System;
using System.ComponentModel;
using System.Drawing;
using NinjaTrader.Cbi;
using NinjaTrader.Data;
using NinjaTrader.Indicator;
using NinjaTrader.Strategy;
#endregion
// This namespace holds all strategies and is required. Do not change it.
namespace NinjaTrader.Strategy
{
/// <summary>
/// </summary>
[Gui.Design.DisplayName("Random")]
public class RandomOptimizationMethod : OptimizationMethod
{
/// <summary>
/// This methods iterates the parameters recursively. The actual back test is performed, as the last parameter is iterated.
/// </summary>
/// <param name="index"></param>
private void Iterate(int index)
{if (UserAbort)
return;
Parameter parameter = Strategy.Parameters[index];
if (parameter.ParameterType != typeof(int) && parameter.ParameterType != typeof(double))
{
if (index == Strategy.Parameters.Count - 1) // last parameter ?
RunIteration();
else // iterate next parameter
Iterate(index + 1);
return;
}
double value = randNum.Next(parameter.Min, parameter.Max); {
if (UserAbort)
return;
parameter.Value = value;
if (index == Strategy.Parameters.Count - 1) // last parameter ?
RunIteration();
else // iterate next parameter
Iterate(index + 1);
}
}
/// <summary>
/// Runs the optimizer on a given parameter set.
/// This is a brute-force optimizer. It runs back tests on every potential parameter combination.
/// </summary>
public override void Optimize()
{if (UserAbort)
return;
Iterate(0);
}
}
}