Optimization time

[bobby1001]

I am optimizing 7 variables. If I optimize over 4, I have a drag time of about 6 to 22 hours. All variables have between 6 to 10 possibilities. If I only do 4, it takes about 3 minutes. If I do more, the please wait box time to go fluctuates wildly, and the process does not seem to work.

I'm running an intel quad processer with 4 gbs of ram, so I don't think it's a system issue.

Please advise as this wait period does not make sense to me, and it is to long to wait.

Thank you.

Bobby

[NinjaTrader_Ray]

Bobby,

I would need clarification.

You state:

Optimizing > 4 input variables takes 6 to 22 hours

This could very well be the case depending on the range of time of your optimization, the underlying data series and the complexity of your strategy and embeded indicators.

What do you mean "fluctuates wildly" and process does not work.

Thanks.

[bobby1001]

What I mean by fluctuates is that the time that has passed will work fine, but the next time, time to completion, will generally start at a much larger number, 24 hours, give or take seems to be the number, and will start counting down during the test. The number will jump back up again, sometimes going from 4 hours to go back up to 24 hours to go.

If I do make it through to results then sometimes it won't show the trades on the chart, or list the trades, etc., only show the summary.

If there is a way to speed up the process, please let me know.

Also, when testing multiple variables, wouldn't each variable affect the next variable, or could you test it one variable at a time?

Thanks.

[NinjaTrader_Dierk]

I suggest amending your optimization strategy to ensure the tests completes within "reasonable" expectations. Reason: apparently you're experiencing issues related to potential memory excess or excess of other system ressources. As soon as this happens, .NET no longer might operate as expected and NT (based on .NET) might not longer operate as expected.

Also: Please double check your strategy does not consume memory or other system ressources. This could happen as you use "extended" .NET features and do not release resources in the Dispose method. (see docs)

[bobby1001]

What would be the best way to check what system resources are being used and how resources are being released?

[NinjaTrader_Dierk]

One way to test system resources is the task manager.

I suggest trying this: start with a simple as possible strategy and add parameters step by step until the optimization of your strategy finally goes "out of whack". This would provide you an idea what causes the issues.

You also might consider testing on a smaller time frame to isolate the issue.

Forgot: Please make sure you are on NT 6.0.1000.4.

[bobby1001]

I'm running the system on 150 tick bar charts. This seems to be the problem. However the system is based upon tick charts as opposed to time charts. I'm only optimizing 3 days worth. What would you recommend to clean this up?

Thanks.

[NinjaTrader_Dierk]

That depends on your actual strategy. Try with a simple as possible version and take it from there.

[bobby1001]

I'm running my system on 150 tick bars, but am looking at 2 additional time frames within the system. I've done this using the barsarray method.

This seems to be the problem with the tick charts.

Also, in the slippage box, I am using 1. Is that 1 tick on a round turn, or 1 tick per side? I just need clarification on that, and can't find it in the help documentation.

Thanks.

[NinjaTrader_Dierk]

- slippage is per side
- are you on 6.0.1000.4?

[bobby1001]

Yes, that's the version.

[NinjaTrader_Dierk]

Please PM me to "dierk AT ninjatrader DOT com":
- your zipped DB by Help->Mail to support (enter my mail address)
- a simple-as-possible version of your strategy
- a screen shot of your strategy settings

Thanks in advance

[bobby1001]

Also, when optimizing the default is max prof. factor, and there is max net profit. I'm assuming net prof. ignores drawdown, while factor takes it into account. Is that correct?

[bobby1001]

You said to PM you. Do you mean e-mail you? I'm not familiar with PM.

[NinjaTrader_Dierk]

PM = Private Mail = eMail. Start NT->Help->Mail to Support and proceed as per below

Profit Factor = gross profit / gross losses
Net profit = gross profit - gross loss