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| Strategy Analyzer Support for automated system backtesting and optimization using the NinjaTrader Strategy Analyzer. |
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#1 |
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Junior Member
Join Date: Apr 2008
Posts: 5
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Is there an obvious reason why I can't give a range of values for a parameter to be optimized over?
The example is I've implemented a switch as both a bool and an int to try this; either way in the optimize setup it only accepts a single value for the parameter rather than the typical ';' delimited three values. Thanks! Carl |
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#2 |
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Administrator
Join Date: Mar 2005
Location: Bamberg, Germany
Posts: 9,994
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Not sure I follow. To optimize a strategy on the strategy analyzer: Right lick on instrument in the strategy analyzer-> Optimize (NOT backtest) which will give you the option to enter min/max value of your optimization range. This works for numeric parameters only (not booleans).
Dierk
NinjaTrader Customer Service |
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#3 |
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Junior Member
Join Date: Apr 2008
Posts: 5
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Originally I was using booleans. The interface made it pretty clear though that optimize wouldn't work on booleans, so I tried this.
Change the boolean to an int, and have 0 be false and > 0 be true. My confusion is that after changing the bools to ints, when I go to optimize for the strategy all the parameters like period that were originally ints allow me to type in the range format (5;35;5 etc) but the two values I converted from bool to int only let me type in a single value, not a range. If I do try and type in a range it throws an error. Obviously my goal was to optimize over 0;1;1 and have that essentially optimize over a "boolean" value. Does that make sense? Thanks |
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#4 |
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Administrator
Join Date: Mar 2005
Location: Bamberg, Germany
Posts: 9,994
Thanks: 0
Thanked 6 times in 6 posts
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Not sure what happened. I suggest recoding this particular property as double or worst case re-create the strategy through the wizard with correct property types.
Dierk
NinjaTrader Customer Service |
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