Optimization parameters

[bagzi]

Hello,

i created very simple strategy, and now i wanted to try and optimize it. However, i do not get Parameters options in the Optimizer window where i set up the values for optimization. If i take one of your sample strategies Parameters option is there, above Data series, but not sure why its not there for my strategy?

[NinjaTrader_Bertrand]

Hi bagzi, did you create any user defined inputs for the custom script? Without those added, you would not have any paramters to optimize besides the default ones like DataSeries - http://www.ninjatrader.com/support/f...ead.php?t=5782

[bagzi]

Well, no. I used srtategy wizard, and used one SMA and one RSI, and i would like now to try to optimize those values. Why would i need to add any more parameters? I am not sure i understand how this works..

[NinjaTrader_Bertrand]

bagzi, ok I see - would you mind posting a screenshot then of your user inputs screen of the custom strategy you created in the wizard?

[bagzi]

User Inputs screen is empty, all i have is Conditions and Actions inputs. Is that gona help?

[NinjaTrader_Bertrand]

Yes, for optimization that's unfortunately not enough - you would need to have user inputs defined and used in your conditions.

Please see for example the 3rd section here - http://www.ninjatrader.com/support/h...rd_screens.htm

[bagzi]

I dont want to "open" the strategy to coding, because then it is over my head. I would like to keep it in Wizard mode, its much more easier for me to manipulate it.

[NinjaTrader_Bertrand]

Yes, understood - there's no need to unlock it for making user inputs available if you're not using more than the per default offered 8 inputs you can assign. On the user inputs section of the wizard set them up as you desire, so for example an int value for MA Period and then in your conditions use this period # instead of the assigned one you have now. This way the user input from the User interface will provide the value used, this in turn opens up for optimization as you can step through different values in the Strategy Analyzer.

[bagzi]

Ok, i get it. I have another question then, regarding RSI.

RSI have two values as input in predefined option. And i have diff criteria if the value is below and above certain values. When i define it in User Define Input form, does it mean i will be optimizing these RSI lenghts, or values that RSI is going to cross (Below or Above)?

[NinjaTrader_Bertrand]

Correct, if you had defined those as user inputs you could choose to optimize them as well - either both, just one or even none - it depends how you set up the optimization ranges then in the Analyzer. For example if an int value is set to optimize from 1 til 1 in steps of 1 it would effectively mean, it does not optimize it, as the value would always be the 1.