Auto Optimization on Live Strategy

[DT215]

Hi,

I would like to understand if there are resources or any open/closed topics that address the capabilities to run a walk forward optimization at a specific interval and input the outputs from the walk forward optimization into a live strategy. Specifically, I intend to:

1. run an optimization job at a specified cadence (e.g., run a "saved" optimization on training data from the past 90 days, and, after 14 days, run the same optimization job on the past 90 days).
2. extract the output of the optimization.
3. input the output from the walk forward optimization into a specific, live trading strategy.


As it currently stands, I believe all of these things can be done manually but am looking for the ability to do these one or all things on a semi or, ideally, a fully automated basis.


Thanks in advance.

[gaz0001]

Really cool idea.
I don't think it can be done from within NT though.

[NinjaTrader_BrandonH]

Hello DT215,

Thanks for your post.

There are no documented or supported means for accomplishing this at this time.

We are tracking interest in an internal feature request ticket for this and I have added your vote. This request is being tracked under the number SFT-2663.

As with all feature requests, interest is tracked before implementation is considered, so we cannot offer an ETA or promise of fulfillment. If implemented, it will be noted in the Release Notes page of the Help Guide.

Release Notes — https://ninjatrader.com/support/help...ease_notes.htm

Please let us know if we may be of further assistance to you.

[proptradingshop]

+1 from my end as well.