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DataBase Call Possible in MultiThreaded Optimization?
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DataBase Call Possible in MultiThreaded Optimization?
I am considering writing a strategy that would make a call to a tick database. I am interested in using the genetic optimizer. Given the multi-threaded nature of NT optimization, will this be a problem?Tags: None
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Hello Crassius,
No, it shouldnt be a problem. Backtestsing/Optimization works fine on tick database.
Backtesting/optimizing on intrabar granularity is very common and you can refer to this sample code for further reference http://ninjatrader.com/support/forum...ead.php?t=6652JoydeepNinjaTrader Customer Service
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Thanks, but I failed to make myself clear.
I need to create my own bars, or at least have close prices from my own time series that change dynamically given tests/conditions in the code.
Something like...
Under this condition,
Change from 1500 tick to 2000 tick.
If Condition = x,
Change from 2000 tick to 3000 tick
Essentially changing the timeframe the strategy is running on dynamically.
Because we must add timeframes in Initialize, this has me scratching my head.
I am thinking of doing this by making a database call to my own tick database outside of NT's database, to load up an array of close values from which to calculate the indicators.
The base timeframe the strategy runs on then would be irrelevent, as all indicators would be calculated from the close values returned from my own non-NT tick database.Last edited by Crassius; 09-14-2012, 12:55 PM.
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