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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: May 2008
Posts: 2
Thanks: 0
Thanked 0 times in 0 posts
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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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#2 |
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NinjaTrader Product Manager
Join Date: May 2007
Location: Denver, CO
Posts: 17,458
Thanks: 1
Thanked 107 times in 70 posts
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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.
Josh
NinjaTrader Customer Service |
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#3 |
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Senior Member
Join Date: Mar 2008
Posts: 731
Thanks: 0
Thanked 1 time in 1 post
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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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#4 |
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Junior Member
Join Date: May 2008
Posts: 2
Thanks: 0
Thanked 0 times in 0 posts
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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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#5 |
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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 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)?
Dierk
NinjaTrader Customer Service |
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#6 |
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Senior Member
Join Date: Dec 2008
Location: Austin, TXs
Posts: 112
Thanks: 10
Thanked 0 times in 0 posts
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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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#7 | |
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NinjaTrader Customer Service
Join Date: Jul 2008
Location: Denver, CO, USA
Posts: 1,828
Thanks: 4
Thanked 19 times in 18 posts
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Quote:
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?
Ray S
NinjaTrader Customer Service |
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#8 |
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Junior Member
Join Date: Feb 2009
Posts: 7
Thanks: 0
Thanked 0 times in 0 posts
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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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#9 |
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Junior Member
Join Date: Feb 2009
Posts: 7
Thanks: 0
Thanked 0 times in 0 posts
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It looks like a restart of NinjaTrader fixed the problem.
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