Optimize variable

[staycool3_a]

Hi

Suppose

a= b+c+d;


b= some indicator value
c= some indicator value
d= some indicator value

How can I optimize a such that it goes through all possible values of b,c,d without having to individual opt those particular indicator values.

Basically I want to optimize c in a way that it tries to find the best combination of values in b,c,d. Also note I understand that I can optimize each individual b,c,d individually and find the best combination/sum for variable "a" but I'm curious if it's possible to programically optimize a in a way that it automatically changes the values in b,c,d

Thaks

[NinjaTrader_Jesse]

Hello calhawk01,

Thank you for the post.

This is not necessarily something the platform could do by its self, but this is likely something you could do yourself using logic.

The built-in optimization tool would simply run iterations over a range of all possibilities and report the results. If you are trying to fine-tune a value based on some other values, you would likely need to do this using your own logic to differentiate what constitutes the best result when combined.

You are able to programmatically change indicators values while the script is running so I do not see why this would not be possible to create.

Regarding your question:

Also note I understand that I can optimize each individual b,c,d individually and find the best combination/sum for variable "a" but I'm curious if it's possible to programmatically optimize "a" in a way that it automatically changes the values in b,c,d

It sounds like these are essentially the same process, if you are changing the individual parameters of b,c,d to find the best a value, that would essentially be the same as optimizing a while automatically changing the b,c,d values to create a. You would still be changing the values of b,c,d to create a to "optimize" it, it would just be doing this programmatically instead of your hand-picked values.

To get an idea of various ways to accomplish this, you could search online for topics like:
"c# calculate all possible combinations"
"c# calculate permutations"

I look forward to being of further assistance.