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Ninjascript access to optimisation results?

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    Ninjascript access to optimisation results?

    Is there a function which is called at the end of the optimization?

    At the moment I append results for each member of the ensemble (each backtest in the optimization) to a file in the State==Terminated section of the strategy. That works very well.

    But I want to run a statistical analysis of the ensemble results (which I would have appended to a file), after the optimizer has run through all of the parameters. In this way I could generate another file which summaries the ensemble. e.g. ("Standard Deviation of Sharp Ratio" etc...).

    #2
    Hello,

    Thank you for the post.

    Currently, there are not any overrides other other means to know when the optimization has actually finished in the script level. I had previously put in a feature request for adding in overrides to have this information passed into the script after the optimization. I have added you to that request which you can track using the id: SFT-1610

    I look forward to being of further assistance.

    Comment


      #3
      Originally posted by NinjaTrader_Jesse View Post
      Hello,

      Thank you for the post.

      Currently, there are not any overrides other other means to know when the optimization has actually finished in the script level. I had previously put in a feature request for adding in overrides to have this information passed into the script after the optimization. I have added you to that request which you can track using the id: SFT-1610

      I look forward to being of further assistance.
      Thanks Jesse. Can you tell me how to use the id SFT-1610? Is there a webpage to track these things?

      Comment


        #4
        Hello,

        If a feature is implemented, it would be tracked in the changelog which you can find here: https://ninjatrader.com/support/help...ease_notes.htm

        I look forward to being of further assistance.

        Comment

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