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Optimizer iteration result insertion & extraction
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Optimizer iteration result insertion & extraction
When optimizing, I need to know the result of every iteration just when it's executed, to export it to another app, and where it is added to the optimization results to add new ones. The final result, when the optimization is finished, is unusefull for me. Is there a way to make it? I've implemented my own optimizer, and I noticed a mehod, RunIteration, where it could be done, but to overload it (if possible) I would need to know its code. If this is not a possibility, could someone tell me how I could achieve it? -
Bertrand, thanks for your prompt reply. I am creating my own optimization method, but I can't see anything about RunIterationCompleted method. I've search at http://www.ninjatrader-support.com/H....html?Overview, google, and different forums, but nothing about it.
It seems like it's exactly what I need. Where can I find a description of that method, or sample code, to look how and what kind of data is stored?
Correction: I've seen an "IterationCompleted" callback method in GeneticOptimizer. I guess it's what you meant, and what I need. I'll follow that way. Thanks.Last edited by jjmmg; 02-04-2011, 02:55 AM. Reason: Adding a correction to not overcharge NT support.
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After having a look at it, I realized that this is the way to get the iteration performance to do whatever you want with it, but it's not what I meant. I suppose that NT stores the performance for the specific parameters set, and then passes it to the user through the callback method. Is there a way to acces to this performance before NT stores it, so I can modify it?
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And what about overloading RunIteration method, where I suppose it's done? Is there any unsupported documentation about the implementation of this method? Once this is done we could achieve the improvement we want to add, many computers running blocks of the same optimization. Doen't it sound interesting?
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jjmmg,
It occurs to me that the problem you are trying to solve might be something the programmers of the GO 's used in NT might be able to give some feedback to assist?!
Jon
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