New user Q's: Optimization methods and multiple bar series

[bluelou]

I have a few questions regarding NT's optimization methods and the abiliity to run and optimize a strategy which uses multiple tick bar and time bar frequencies:

1) My strategies use 3 tick bar frequencies and 1 time bar frequency simultaneously. Will there be a problem doing this in NT?

2) I've only been able to find a brute-force optimizer in NT. Are there other methods available in NT such as genetic optimization or simulated annealing? If not, are there 3rd-party optimization products that have been used successfully in NT?

3) I noticed that the brute-force optimizer requires the user to select a timeframe. How do I optimize a strategy that has 3 tick-bar frequencies and 1 time bar frequency in NT?

[NinjaTrader_Ray]

1) No.

2) Correct, we only provide brute force, check the NinjaScript File Sharing section, someone developed a genetic optimizer for use with NT.

3) Select the primary time frame, all supplementary time frames are added in the strategy code itself, see link below

- http://www.ninjatrader-support.com/H...struments.html

[bluelou]

Ray,
Regarding your response in 3) what would be the primary timeframe if my strategy uses a 270 tick/bar frequency, a 300 tick/bar frequency and a 4 minute tick/bar frequency? These are the frequencies for my Euro FX strategy.

Would I use something like a 10 tick/bar chart as my primary frequency, even though the strategy isn't using 10 ticks/bar for trading, just to make sure I'm able to satisfy the data needs for all 3 bar series?

[NinjaTrader_Ray]

Really does not matter, you pick. The impact though is the following:

If the 4 min bar is the primary, then you must add the two tick series programatically. If you then want to run the strategy from a chart, you must open a 4 min chart etc...If you ran the strategy on a 15 min chart, then that would be your primary.

[bluelou]

Okay, I understand that. But does "primary" mean that the other bar series are being formed from the data on the primary chart? In other words, if a 4 minute chart is my primary chart and my strategy also uses 270 tick bars, will the strategy then attempt to form the 270 tick bars from the data on the 4 minute-bar chart?

If so, then that would mean that I would need a very high frequency (e.g., 1 second chart) "primary" time-bar chart to make sure that I've adequately captured all 270 ticks per bar. Is this correct?

[NinjaTrader_Ray]

That's not what it means. Primary just is a term used for the series on the chart. Just jump into things and it will become clear.

[bluelou]

Okay. Thanks again for your help.
-Lou