Automatic Range Iteration

[spottysallrite]

Is it possible to produce a feature on the Strategy Analyzer (SA) that will automatically iterate the values of parameters so as to maximize the value of the item selected in "Optimize on"?

eg, I have selected a range of values for parameter "A". That range is 1 to 3, and using a step value of 1. The item I have selected in "Optimize on" is "Max net profit". I then click the "Run" button. The "Results" section then shows that the value of 3 for parameter "A" produced the highest max net profit. (This is the current method.)

What would be nice is if the SA then took the next step and iterated the range. eg, to then automatically set the range to be 2 to 4, then run again. If 4 produced the highest net profit, then automatically set the range to 3 to 5, etc.

So, this particular iteration of the range would keep iterating until the max net profit value is reached.

[NinjaTrader_ChrisL]

Hi spottysallrite, thanks for posting. You can set the range from 1 to 5; step by 1 in the optimization and it would do the same thing, the highest performers will be listed at the top and it would go down from there.

[spottysallrite]

Right. So, if I have 2 parameters to optimize, and I want the range for each to be 10, that would be 100 combinations. Not bad. If I have 3 param, that would be 1000 combinations, which is not practical to optimize. So, what's the solution?

[NinjaTrader_ChrisL]

Hi spottysallrite, the strategy analyzer can optimize more than 3 parameters, it will just take more CPU time. To test one parameter at a time you can add more tabs to the strategy analyzer to open multiple instances.
Kind regards,
-ChrisL