Optimization skip iteration

[donto]

Hello

I am running some optimization with some differant strategies, i am in the strategy collecting alot of stats based on these stats the strategy stops trading for the rest of the run until the next iteration where the stats are reset in State DataLoaded.

is there a way to stop the current iteration or skip to the next one instead of hving to run the whole iteration until the end date ?

if i were doing something small and simple on bar close it would not do big differance but when doing runs with 1 tick data added over a year of data it is potential alot of time i can cut out if the limits are met at the start of the run.


Also when an iteration have finished i want to save / print these stats, would it be correct to just print them under state terminated or would there be a better place ?

it seems the state terminated gets run a bunch of times.

[NinjaTrader_Gaby]

Hello donto,

Thank you for your post.

There is no way to have an optimization skip an iteration while it is running. To stop an iteration you would need to Abort the entire optimization.

You can print info from State.Terminated, this state will be hit for every instance of a strategy run during an optimization.

Please let us know if you have any further questions.

[donto]

Hello Gaby
Thank you for your reply.

I will print during State terminated then.

From an OptimizationFitness i can read all OptimizationParameters under strategy.OptimizationParameters
but can other vaiables be read from the optimization fitness also ? like a public double or Plots or does it need to be defined as an optimization parameter to read it ?

Thanks.

[NinjaTrader_Gaby]

Hello donto,

Only OptimizationParameters can be read from that collection. Variables or plots are not considered optimization parameters so they won't be listed there.