Custom OptimizationMethod

[Tommyknocker]

Hi @all,

i am currently at a point were I want to speed up and harden my testing and steped toward some 'limitations' in NT's OptimizationMethod. So maybe somebody have some hints or workarounds to solve this issues.

1) For some of the custom performance ratios I need the timeframe which is used for the test. So how can I get access to this information within the custom OptimizationType or OptimizationMethod ?

2) I use the GAOptimizer and want to add some kind of semi monte carlo simulation to avoid overoptimization so i want to use the optimizer to run only throug a fixed length but random starting point timeframe. eg. i optimize over a year but run the test 20 times over 1 month at variing start times.
So is there also a possibility to change the time frame in which the current test is running from within the custom OptimizationMethod? Which is in actually the same issue as point 1.

Thanks

[NinjaTrader_Ben]

Hello,

I do not believe this is supported, however I will have someone confirm this assumption on Monday.

[NinjaTrader_Bertrand]

Hi Tommyknocker, unfortunately it's not supported changing timeframes on the fly, however for coding your own optimization algorithm you can look at the @DefaultOptimizationMethod cs file located in the MyDocuments\NinjaTrader 6.5\bin\Custom\Type folder.