Saving Strategy Parameters

[kdoren]

I have a few issues with strategy parameters. I have some strategies with large numbers of parameters (over 20). In some cases it's because I parameterize lots of things as an aid to strategy development. In other cases the parameters are network weights found by optimization.

1) For a strategy attached to a chart, the parameters are not saved with the workspace. When the saved workspace is reloaded, the parameters are changed to their defaults, and they have to be typed in all over again. This is clearly wrong and dangerous.

2) There really needs to be a way to store and retrieve sets of parameters. You already allow storing of backtest results which include parameters. You can load the backtest results and see the parameters on the settings tab. But there is no way to load those parameters into the backtester so that those parameters can be tested on a different time period or symbol, except by typing them in again. Very tedious and error-prone.

3) There is a similar issue for parameters found by the optimizer. The very first thing you want to do after optimization is to run backtests on other time periods or symbols to check for overfitting. But you have to type the *%&! parameters into the backtester, even though you can see them right there on the optimizer's settings tab. How about: right click -> load settings into backtester?. Or, in the backtester, "load settings from saved results"?

Thanks,
Kevin

[NinjaTrader_JoshP]

1. Please ensure you have programmed your strategies with supported methods of parameter creation. A common cause of this is if your parameter type is a custom one, you may need to serialize the parameter for it to persist. Please be sure then to save the workspace with the desired parameter settings.

2 and 3. Thanks for the suggestion. It is on our feedback list.

[kdoren]

There is definitely a bug in NT7. For a strategy attached to a chart, the parameters seem to be saved once, but cannot be changed and saved a second time.

How to reproduce:

1) Open a new workspace. Open a chart. I used AAPL 15-min.

2) Attach the strategy SampleMACrossover to the chart. Set the parameters to something different (i.e. 75, 150). Click OK.

3) Save the Workspace, then close the Workspace, then open the Workspace.

4) Bring up the strategies pane for the chart. Observe that the changed parameters were saved and restored.

5) Change the parameters to something different (i.e.85, 170). Click OK.

6) Save the Workspace, then close the Workspace, then open the Workspace.

7) Bring up the strategies pane for the chart. Observe that the changed parameters were not saved. You will see the old parameters from steps 2/4.

8) If you remove the strategy, then re-attach it, you can save a new set of parameters, but only 1 time like above.

[NinjaTrader_JoshP]

Thanks. We will look into it and get back to you at a later point in time.

[NinjaTrader_JoshP]

Thank you. This has been addressed in the next beta version. For now, for the changes to persist you will need to enable the strategy with your changes.