Genetic Algorithm Question

[MyFirstMillion]

Hi,


I have posted this question before but didn't really get a good answer. I have looked everywhere but I am unable to find one.

I have read and understand the basic working of GA. But my question is, how are weights adjusted in Ninja GA? The input parameters in my strategy, are these supposed to be weights and the GA would find optimum weights?

Thanks

[NinjaTrader_Jesse]

Hello MyFirstMillion,

The help guide description is really the best at describing the process of what the genetic optimizer does, here is the part which describes how it tests parameters:

The general idea of how the GA solves an optimization problem is analogous to the concept of how evolution via natural selection adapts a species to the environment. In biology, only the strongest individuals will be able to reproduce and pass on their superior genes to the next generation. Assuming each generation can only pass on the strongest genes, after several iterations we would be left with the optimal attributes for the environment. Through this same mechanism, the GA will test a random preset of your parameters. Through multiple generations of testing, the parameters will zero in on an optimum solution.

If you want to explore this in more detail you can view the code for the optimizer by using the NinjaScript editor. That would let you explore specifically how the parameters are being worked with in the optimization logic. The optimizer is taking a random set of parameters and then finding the optimum value to pass on to the next generation.

[MyFirstMillion]

Thank you for the response. I'd like to take a closer look at it's code. Could you please share how I can access the code/where it is?

Thank You

[NinjaTrader_Jesse]

Hello MyFirstMillion,

You can use the NinjaScript editor to view the code, it is in the Optimizers sub folder.

https://ninjatrader.com/support/helpGuides/nt8/ns_editor_components.htm