Announcement
Collapse
No announcement yet.
Partner 728x90
Collapse
NinjaTrader
Optimization function - System Quality Number
Collapse
X
-
The only method I know to avoid to have to run systematically all cases in an optimisation problem is called the "Simplex" method. It never mathematically guarantees that you will find the "best optimum" in a space of N dimensions (represented by your N variables that you want to optimise) but if you take some precautions you can pretty much rely on the proposed answer by the algorithm. It does require a consequent amount of programming... If Ninja would integrate this features, combined with SQN defined as an objective function it would become a very powerfull tool too define strategies.Last edited by Ragingbull; 02-03-2008, 12:02 AM.
-
Hi Sunrise,
Thanks, I know about the genetic optimiser in V7. In fact, I have been using one for about a year now. I think, it was provided by Pete S.
Best regards.
Comment
Latest Posts
Collapse
| Topics | Statistics | Last Post | ||
|---|---|---|---|---|
|
Started by CaptainJack, 04-24-2026, 11:07 PM
|
0 responses
19 views
0 likes
|
Last Post
by CaptainJack
04-24-2026, 11:07 PM
|
||
|
Started by Mindset, 04-21-2026, 06:46 AM
|
0 responses
120 views
0 likes
|
Last Post
by Mindset
04-21-2026, 06:46 AM
|
||
|
Started by M4ndoo, 04-20-2026, 05:21 PM
|
0 responses
174 views
0 likes
|
Last Post
by M4ndoo
04-20-2026, 05:21 PM
|
||
|
Started by M4ndoo, 04-19-2026, 05:54 PM
|
0 responses
92 views
0 likes
|
Last Post
by M4ndoo
04-19-2026, 05:54 PM
|
||
|
Started by cmoran13, 04-16-2026, 01:02 PM
|
0 responses
134 views
0 likes
|
Last Post
by cmoran13
04-16-2026, 01:02 PM
|

Comment