Optimizer iteration result insertion & extraction

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Updated February 9, 2011

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Optimizer iteration result insertion & extraction

February 3rd, 2011, 04:54 AM	#1 (permalink)
jjmmg Madrid Posts: 6 since Nov 2010 Thanks Given: 2 Thanks Received: 1	When optimizing, I need to know the result of every iteration just when it's executed, to export it to another app, and where it is added to the optimization results to add new ones. The final result, when the optimization is finished, is unusefull for me. Is there a way to make it? I've implemented my own optimizer, and I noticed a mehod, RunIteration, where it could be done, but to overload it (if possible) I would need to know its code. If this is not a possibility, could someone tell me how I could achieve it?

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February 3rd, 2011, 09:27 AM	#3 (permalink)
Trader.Jon Near the BEuTiFULL Horse Shoe Elite Member Experience: Beginner Platform: NinjaTrader Broker: MBTrading Dukascopy ZenFire Trading: $EURUSD when it is trending Posts: 473 since Jul 2009 Thanks Given: 401 Thanks Received: 184	It seems you might going down the road to something like View360 .... here is a thread to see what another trader did with the same needs Problem writing to file during strategy optimisation - NinjaTrader Support Forum Jon

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February 4th, 2011, 04:43 AM	#4 (permalink)
jjmmg Madrid Posts: 6 since Nov 2010 Thanks Given: 2 Thanks Received: 1	I think it's an optimizer problem, not a strategy one. My research, up to date, is that the performance for each iteration can be found on IterationCompleted(object individual, double performanceValue) in OptimizerMethod.

February 9th, 2011, 03:17 AM	#5 (permalink)
jjmmg Madrid Posts: 6 since Nov 2010 Thanks Given: 2 Thanks Received: 1	In RunIteration(Iterationcomplete, Object) I can get the performance of the iteration, which solves one problem. But I don't know how to modify the performance before NT stores it. I think that if I could look at the code of RunIteration method, I could get to the point where it's done, and overload it to change it. Any idea of how to make it? It's difficult, as these are unsupported methods, but the improvement in optimization time execution is worthy.

Last Updated on February 9, 2011

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