Will NT7 support dynamic re-optimizing ?

[zoltran]

Hello

I'd like make my strategies self-adapting by adjusting certain parms as the market behavior changes. For example, changing the length of an EMA.

Some programs do this by periodically re-optimizing the strategy.
For example .. - optimize when the strategy is 1st added, and then every 30 minutes there after.

Will NT 7 have this function ?

Or will NT 7 have a way to request an optimize be done programaticaly ?

[NinjaTrader_JoshP]

zoltran,

Thank you for the suggestion. I will forward it to development.

[ctrlbrk]

zoltran,

We think alike. I've been wanting a way to basically have code in my strategy like, perhaps called every hour or x number of trades:

Optimize(Result.ProfitFactor, 1)

and have it give me new variables for that optimization for the top 1 spot.

Would sure be easier to utilize Ninja's built-in optimization engine rather than trying to do it all myself in code...

Mike

[zoltran]

Nirvana's Omnitrader does this .. it's a core part of it's design, but it's trade management and programing functions aren't in NT's league.

And John Clayburg .. recommends adaptive algorithms as well. but he's tradestation orientented

Yup, sure would be great to be able to do this in NT as you describe !!

[IISSG]

Hi,
I came across this thread and this is something i am also looking into. I noticed the age of the thread and maybe the discussion has moved on or to another place. Can you please provide an update on this discussion and if their are any workable solutions yet.

[qewcool]

would like to know if there is a way to do this as well.

[NinjaTrader_RyanM1]

This is available in an historical capacity, through the walk forward feature.

http://www.ninjatrader.com/support/helpGuides/nt7/walk_forward_optimize_a_strate.htm

Unfortunately our strategy design when running live does not support changing inputs dynamically and automatically. Any input changes requires disable > enable of the strategy.

[molecool]

Not really. You could run two instances of NT7 - one is your optimization engine which runs via some Windows macro once every week/day/hour. From there you produce output to a file which is available via your local network. Finally, you have your actual trading instance of NT7 running which occasionally reads in the new settings from that file, parses the params and then adjusts your trade params accordingly.

[Baseheadz]

This sounds like an amazing idea. The other thing to look into is a real time neural network that is optimizing....perhaps.

[shortstar]

Neural networks could be helpful but may also just curve fit/"overoptimize". You may want to check out Wave59 forum and check archives for a webinar by Earik about 2 years ago on optimizing, neural networks and his solution-Hive technology. Cant endorse any of it as I dont use Wave59 platform but found what he had to say very interesting. Cant use Hive myself as I dont use any indicators and I believe it requires a crossover for it to work.