Genetic Optimizer Options pop-up dialog box

[dave416]

Hi, I looked around the forums and help but couldn't find anything on this subject...

My strategy has 3 custom parameters which are rendered as drop-downs in the parameters form: e.g. RSI, Stochastic, ROC, etc.

When I execute an optimization on the strategy, a dialog box appears titled "Genetic Optimizer Options" with checkboxes beside each possible value for the custom parameters.

Any insights into what this box does? Selecting multiple parameters doesn't seem to make any difference in the strategy outcome or on the Settings tab after the optimization is completed.

[NinjaTrader_AdamP]

dave,

The genetic optimizer can be used to optimize more than just integers, doubles, etc. This menu is basically asking you if you want to also optimize other parameters for these two inputs.

So for example if you check ROC, and CMO in both of those, it will run a genetic optimizer test using those as acceptable inputs for the OSCType1 and OSCType2 user-defined input.

[dave416]

Thanks Adam - I figured this is what it's supposed to do, but unfortunately it doesn't appear this works. After selecting multiple options in the dialog, it appears to only run the optimization on the initial setting and ignoring the others that were checked.

Full explanation of the problem is below as demonstrated using the SuperTrendDemo strategy on ninjatrader.com

Parameter is SuperTrendMode... options are ATR, Dual Thrust, Adaptive, Fixed Percent

1. Set the parameter to ATR


2. With Optimizer set to Genetic, run the optimization... dialog will appear... choose all other possible options for SuperTrendMode


3. Results are returned, but only the initial option (in this case ATR) is show as a parameter. It will do this every time, no matter which parameter was selected in the initial strategy settings.



At first I thought it was a coincidence, but this seems to happen on any strategy that uses non-numeric parameters.

Am I doing something wrong?

Thanks -Dave

[NinjaTrader_AdamP]

Hello,

Have you tried running this without ATR being selected?

[dave416]

Adam, the way this pop-up dialog works, is that the initial parameter setting is permanently checked and cannot be un-checked, so it is not possible to de-select ATR in this dialog if it is chosen initially.

If I choose another parameter initially, such as Adaptive, then choose other parameters in the pop-up dialog, it will always return 'Adaptive' in the result settings.

Let me know if you need any other details. Thanks

[NinjaTrader_AdamP]

dave,

Yes, you must have at least 1 setting selected in there. Basically I was trying to figure out if it just sticks with one of the options in the list always for each optimization run, or if the reason it's returning ATR here is because that was the most profitable since the Optimizer will only keep the best X results.

I am wondering if it's something wrong with the code itself here. I am testing it with a basic strategy right now that uses an enum for one of its inputs. It appears to be working.

What do you have for your "Keep best # of results" set to?

[dave416]

Hi Adam, it appears that was the problem and the fix. My 'Keep best # of results' was set to 10. Setting this to 100 allowed it to cycle through all the parameters and now I see the desired optimizations.


Thanks for your time and your assistance!

-Dave