Can Optimization be made over range size values ?

[tickling]

Hello

Is there a way to optimize on data series parameters such as range bar size (or time bar length in minutes, etc. ) ?


Thanks

[NinjaTrader_Jesse]

Hello tickling,

In the strategy optimizer you can optimize all types of data series. For range bars you can optimize the range value.

I have attached a screenshot where this is located in the optimizer.

Is this what you are looking for or something else? if it is something else please tell me and I will be happy to assist.

Please let me know if I may be of additional assistance.

[tickling]

Thank you

When I try to input range values as you have above and run "Optimize" I am getting error: "Property value is not valid". What might I be missing here ?

Thanks

[NinjaTrader_PatrickH]

Hello tickling,

Thank you for your response.

What values are you using for Max, Min and Increment?

[tickling]

EDIT:

previous reply deleted


Sorry - my bad - missed the "optimize data series" that should be on "true" otherwise
the data series value is not "optimizable"



Thanks Jesse and Patrick

Can I somehow launch the optimizer on some minute values + some range values in the same run (or any other combination of data series types) ?
It but could make sense to compare time bars, price range bars, volume bars etc.
If not, is that something you are willing to consider ?

Thanks a lot !

[NinjaTrader_Jesse]

Hello tickling,

Currently there is no way to optimize multiple data series in one run as they would need to be optimized separately.

With that being said I can certainly submit a feature request for this for future releases of NinjaTrader.

Thank you for the suggestions and Please let me know if I may be of additional assistance.