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Optimization Issue
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Optimization Issue
I have a automated strategy but the issue is that I have 25 parameters that can be used and I want to optimize it. Furthermore, I would like to optimize the data series as well, if at all possible. However, the optimization will seem to take days, if not weeks, for it to finish optimizing. Is there any way (or any programmer) in which I can optimize without having it take weeks?Tags: None
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Hello nyleahw1,
You can run a strategy on an instrument list in the left panel of the Strategy Analyzer window so that way it will run the strategy on all of the instruments inside that list.
http://www.ninjatrader.com/support/h...zer_layout.htm
With that many parameters being optimized it may take a while to load as each parameter can exponentially increase the number of calculations it has to be done. For example if you are optimizing a strategy with 2 parameters with a range of 5 each that would be 25 different times it has to run, but if you add 1 more parameter with a range of 5 it would jump up to 125 times it would have to run.
With that said, you can try to minimize the time frame and the parameters to try to cut down on some of the time it will take to calculate all of this.
Let us know if we can be of further assistance.JCNinjaTrader Customer Service
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