Optimize data series parameter in Genetic Optimizer?

[adamus]

I'm checking out the genetic optimizer and it looks to me like the parameter "Optimize data series" will optimize on the time frame for the strategy.

At least, it opens up a min value / max value / increment parameter section on the parameter dialog.

However running the optimization with those parameters set to valid values results in a few minutes of processing and then an error message stating that there are no parameters to optimize.

Is this functionality incomplete or is there something else I should be aware of? I can't find any useful advice in the Help section.

Thanks.

[NinjaTrader_RyanM1]

Thanks for the report, adamus. This is a bug identified in release 2 that will be fixed for our next release.

[adamus]

I see. I'm looking forward to the fix then - this is something that I optimize value for value manually at the moment.

[Trader.Jon]

Thanks for the report, adamus. This is a bug identified in release 2 that will be fixed for our next release.

Somewhat related question ... in the 'Data Series' of the of the input fields for optimization it was in about Beta20 that I was able to have a range of (period) values specified for the data type ... ie Minute bars (BarsInProgress 0 to be clear) could have input range 1;10;1 ... this is (sadly) no longer available ... I wonder if it is related to the issue of this thread and can be re-instated for optimization ??

TIA,
Jon

[NinjaTrader_Austin]

Jon, that might be the case. I will look into this a bit and get back to you either later tonight or tomorrow.

[NinjaTrader_Austin]

Jon, on the latest release (7.0.1000.2), I was able to specify a data series optimization without an issue. Please be sure you set "Optimize data series" to true before optimizing the data series.

[adamus]

Austin,
does this work? No bugs? Or is there only a bug in the Genetic Optimizer which RyanM referred to?

[NinjaTrader_RyanM1]

Adamus,

We are aware of an issue with the genetic optimizer in 7.0.1000.2 but optimize on Data Series should still work. Please let us know if you are running into any additional issues with the optimizer.