Optimization - Conditions for optimizing certain paramater values

[KirkHammett]

Hi!

I have a question regarding optimization. I have a lot of filters with different parameters which I want to optimize at once.

For simplification reasons lets say I have 2 filters:

if (Close[0]-SMA(20)[0] > Parameter1)
Filter1 = true;

if (Close[0]-Bollinger(2,20)[0].Upper > Parameter2)
Filter2 = true;

So I want to test Parameter1 and Parameter2 each with values from 0 to 10 with an inrement of 1. But when testing Parameter1 values, I want the optimizer to skip the Parameter2 values. When I test the Parameter2, I want the optimizer to skip all Parameter1 values.

The reason is that I have a lot of filters with different filters which I want to test at once. Otherwise I would need to test each filter separately, which is not really practicable. If I would combine them, the optimizer would testoptimize for example Filter1 also with Parameter2 values, so I would get a lot of irrelevant results.

So the basic question is: How can I tell the optimizer to only optimize Parameter1 when testing Filter1 and to only optimize Parameter2 when testing Filter2 within the same strategy.

Thanks in advance!

[NinjaTrader_ChelseaB]

Hello KirkHammett,

This would depend on the optimization parameters.

Use 1;1;1 as the Parameter2 value, and this will not be optimized over when testing Parameter1. (Or 5;5;1 if you want to hold the value at 5).

As a heads up, you will not be able to set optimization parameters through code. This has to be done manually or with a template.

https://ninjatrader.com/support/helpGuides/nt8/index.html?working_with_automated_strateg.htm#UnderstandingStrategyTemplates

[KirkHammett]

Thank you Chelsea. This basically means that I cannot automate my optimization process as intended because I have to set my optimization parameters manually right? Is there no workaround for this? This is limiting the optimization process a lot. Is it not even possible to build a custom optimizer which does what I explained in my post?

Thanks in advance!

[NinjaTrader_ChelseaB]

Hello KirkHammett,

This is correct. Optimization parameters must be set manually or by loading a template.

It would not be possible to change how the UI (user interface) works with loading optimization parameters. (An Optimizer script does not change how the UI works)