Genetic optimiser bug - B7

[-Swig-]

Looks like there's a bug in the mutation code of the genetic optimiser. The relevant line looks like this:

 
individuals[individual].ParameterValues[parameter] = Math.Min(par.Max, 
par.Min + par.Increment * random.Next(0, (int) (1.0 + Math.Round((par.Max - Math.Min(par.Max, par.Min)) / par.Increment, 0)) / 3));

The intention of this line is to randomly mutate a parameter's value by some amount. However it will always assign a random value between the parameter's min value and 1/3 of the range to its maximum.

As such, no parameter can ever have its value mutated into the top 2/3 of its range - quite a drawback!


-Swig-

[NinjaTrader_Dierk]

Thanks for making us aware. However, this code was provided by a user "as is". On future updates we will look into improving the GA.

[verge]

When will this bug be fixed

Thanks for making us aware. However, this code was provided by a user "as is". On future updates we will look into improving the GA.

Can someone from Ninjatrader confirm that this bug has been logged and will be fixed. I have searched the release notes and could not find any reference to bug in the new genetic optimizer being fixed. Maybe you should ask the user who provided the code to fix it?

[NinjaTrader_Dierk]

This issue still is on our list and not addressed yet. Thanks

[verge]

Fixed in 7....15?

Hi

I just updated to 7....15 and read the release notes and found:

Fixed 2959 Strategy Analyzer Several issues on the GeneticOptimizer


Please confirm that this issue logged by Swig was one of the issues that was solved - I cannot view the code myself and therefore do not know if the GO is now worthwhile to use.

[NinjaTrader_Dierk]

unfortunately I can't confirm, since that issue is still pending.

[-Swig-]

I've been away for a while, sorry.

Just downloaded B15 and can confirm the bug is still there. This drastically reduces the usefulness of the included GO, and the insidious part is that it doesn't cause any errors.

Users could be throwing away good strategy ideas thinking that the GO has had a good look around the parameter space, when in fact it hasn't.

I really hope it gets resolved pronto; it should be a trivial fix.


-Swig-

[NinjaTrader_Ray]

Thanks for the update. We are currently looking at a full overhaul of the GO, stay tuned for more information.