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Strategy Analyzer Support for automated system backtesting and optimization using the NinjaTrader Strategy Analyzer.

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Old 05-10-2008, 04:52 PM   #1
CapoeiraNick
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Default No parameters to optimize

Hi,
When I try to run an optimization even though I can enter parameter ranges in the optimize dialog I get an error message reading "There are no optimization results available, since the strategy has no parameters to optimize".

This happens on all the strategies that I tried including the vendor ones.

It looks like there was a similar problem in the beta

http://www.ninjatrader-support.com/v...ead.php?t=4009

Is there a fix or work around for this?

Thanks for your help,

Nick
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Old 05-10-2008, 06:16 PM   #2
NinjaTrader_Josh
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Please ensure you are on NT6.5.1000.2. If you already are please outline the exact steps you are taking. On my end I am able to optimize the SampleMACrossOver strategy without issues.
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Old 05-10-2008, 11:32 PM   #3
Elliott Wave
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AFIAK, the optimizer will only optimize variables exposed as parameters, so if you have created your own strategy using the wizard it may not work unless you define variables in the first step.
Code:
        [Description("Period for fast MA")]
        [Category("Parameters")]
        public int Fast
        {
            get { return fast; }
            set { fast = Math.Max(1, value); }
        }

        [Description("Period for slow MA")]
        [Category("Parameters")]
        public int Slow
        {
            get { return slow; }
            set { slow = Math.Max(1, value); }
        }
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Old 05-15-2008, 02:58 AM   #4
CapoeiraNick
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I am running version 6.5.1000.2 I have a trial gain connection and have downloaded the historical data for EURJPY forex. I am trying to do an optimisation with the sampleMAcrossover strategy.

It performs a back test OK but will not do the optimisation with say the slow parameter set to 25;30;1.

Hope this is all the information you need.

Thanks for your help,

Nick
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Old 05-15-2008, 03:06 AM   #5
NinjaTrader_Dierk
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Not sure what you mean by "will not do the optimisation".

Do you see data for the backtested time frame as you open a chart for the interval you want to backtest (e.g. 1 minute series)?
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Old 02-04-2009, 01:09 PM   #6
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Default no variables to optimise

I have just started to use the optimiser and after several successful runs I started getting the message described saying there were no variables to optimise and hence no results. This despite the optimize window showing parameters with min and max values. Same message with some of the included strategies to which I had added a parameter range. What can I do? I tried shutting down Ninja and re-starting but the problem was still there.
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Old 02-04-2009, 01:27 PM   #7
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Quote:
Originally Posted by bkout View Post
I have just started to use the optimiser and after several successful runs I started getting the message described saying there were no variables to optimise and hence no results. This despite the optimize window showing parameters with min and max values. Same message with some of the included strategies to which I had added a parameter range. What can I do? I tried shutting down Ninja and re-starting but the problem was still there.
Hello Bkout,

Thank you for your post.

Try repairing your database: Tools --> Options --> Misc --> Repair DB.

Make sure you are selecting strategies with optimization parameters.

If that doesn't work, can you confirm that you can get some to work and not others? Have you tried the "SampleMACrossOver" strategy?
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Old 02-12-2009, 12:01 AM   #8
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I'm having the same problem. Tried multiple strategies (ones that I know were working) and I get the same message every time.

"There are no optimization results available, since the strategy has no parameters to optimize."

I tried repairing the database but that did not help. Please advise.
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Old 02-12-2009, 12:06 AM   #9
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It looks like a restart of NinjaTrader fixed the problem.
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