Optimisation of strategy

[richa61416]

I currently have only 2 variables in my strategy. 1 for profit and 1 for Loss. HOwever when I run the optimisation with different ranges, it fails and tells me I have no parameters or some thing of the sort.

However the same strategy imported back to v6, I can run the optimisation with no problem.

[NinjaTrader_Josh]

If you don't mind could you strip the strategy down to its barebones and upload it? Is there any other information you can tell us about this behavior? Thanks.

[richa61416]

Here is it stripped down.

[NinjaTrader_Josh]

Hi richa61416,

It would appear there are issues optimizing variables used on the Set() methods. Thanks for reporting. I will inform development.

[raintree]

When I try to optimize a strategy with more than two parameters I get a message “There are no optimization results available, since the strategy has no parameters to optimize” even though the pre-run Optimize window shows the parameters and the same strategy and optimization parameters run fine in NT 6.0.

[NinjaTrader_Josh]

Hi raintree,

Thanks for reporting. Is this the same case as richa61416 reported or is this something different?

[KBJ]

Since you have the following test...

if ( Close[5] > Close[0] )
You should first have the following test:

if (CurrentBar < 5) return; // Make sure there are enough bars.

[NinjaTrader_Josh]

In a strategy it usually doesn't matter because BarsRequired is defined as 20 by default.

[KBJ]

Good point.

[NinjaTrader_Dierk]

I currently have only 2 variables in my strategy. 1 for profit and 1 for Loss. HOwever when I run the optimisation with different ranges, it fails and tells me I have no parameters or some thing of the sort.

However the same strategy imported back to v6, I can run the optimisation with no problem.

This is a bug related to using some of the Draw... methods which occurs on backtest and workforward. It will fixed with next update. Thanks for reporting.