Optimizer

[tbmuc]

I have some problems while trying to optimize a strategy (Kenetic EOD):

There are two parameters to be optimized, one in the range from 3 to 10, step 1 and one in the range from 7 to 15, also step 1. That should result in 8*9=72 different combinations, but there are only 10 in the overview, even if with a "Keep # best results" setting of 100 (default, not genetic optimizer).

From that 10 results all except one show a performance of 0.0 in the overview and on the summary tab, but there are trades listed on the trades tab.

Would could cause this inconsistency?

Best regards

Thomas

[NinjaTrader_Joydeep]

Hello Thomas,
Thanks for your post and I am happy to assist you.

If you optimize the SampleMACrossover strategy that comes with NinjaTrader then can you replicate the scenario?

I look forward to assisting you further.

[tbmuc]

Hello Joydeep,
thanks for the fast answer.

I found the problem. The strategy writes a csv file, this causes problems if several optimizer processes optimizing on the same instrument in parallel. Is there a flag which is set, when NT is optimizing, so that some functions of the strategy can be automatically disabled?

[NinjaTrader_Joydeep]

Hello Thomas,
Glad to know you can find the root cause.

Unfortunately there are no built in functions/flags to do it. If the strategy writes the files every-time it initializes then you can give an unique name to each csv files.