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| Strategy Development Support for the development of custom automated trading strategies using NinjaScript. |
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#1 |
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Member
Join Date: Mar 2011
Posts: 55
Thanks: 1
Thanked 1 time in 1 post
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Can multiple time frames be optimized? Or is optimization only available through the wizard? In other words, can optimization capabilities be coded?
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#2 |
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NinjaTrader Customer Service
Join Date: Sep 2008
Location: Germany
Posts: 22,421
Thanks: 252
Thanked 982 times in 964 posts
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sajosh, you could optimize the base time series used in the Strategy Analyzer > optimize DataSeries set to 'true'.
Bertrand
NinjaTrader Customer Service |
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#3 |
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Member
Join Date: Mar 2011
Posts: 55
Thanks: 1
Thanked 1 time in 1 post
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Let's say I have two variables for two time frames each (so 4 variables total) that need to be optimized. (Not just the base time frame) How can I do that?
The 4 variables don't appear in the Optimize slide out bar. Why? I put the variables in the #region Variables section. I'm using NT7. |
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#4 |
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NinjaTrader Customer Service
Join Date: Sep 2008
Location: Germany
Posts: 22,421
Thanks: 252
Thanked 982 times in 964 posts
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Only user inputs (the public properties of your variables) would appear in the SA optimizer - http://www.ninjatrader.com/support/f...ead.php?t=5782
Adding to the list of timeframes to optimize is unfortunately not supported directly - you can look into adding a couple of different frames and then adaptively switching the BarsInProgress used in your code.
Bertrand
NinjaTrader Customer Service |
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#5 |
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Member
Join Date: Mar 2011
Posts: 55
Thanks: 1
Thanked 1 time in 1 post
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Yes, that worked, thanks!
Note for future reads: in http://www.ninjatrader.com/support/f...ead.php?t=5782 notice the difference between Period and lower case period, in line 6. It's explained here http://www.ninjatrader.com/support/f...rsive+property |
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