Hello Traders,

I was wondering if anyone knew of a way of putting the TSSuperTrend through the optimizer so that it can test all combos of:

1. Period
2. Multiplier
3. MAType
4. Smoothing period
5. SuperTrendMode

for trend changes and run this against different stops and targets.

Thanks,
Dave

Yes there is, use the PH Genetic Optimizer and then optimize the enum's (item 3 and 5). The others there is nothing special.

Mike

Mike, what is PH Genetic Optimizer? and where do you get it from

Mike,

You rock! Thanks. Will work on coding my strat to get this thing to recognize all the different parameters.

E-mini:

NinjaTrader Genetic Optimizer Latest version (1.12), with NT7 support, is here ( Hi All, I've created a new Genetic Strategy Optimizer based loosely on Peter's GAOptimizer. Installation Instructions: - download the .ZIP file from the download link (above). NOTE: ignore …

Dave

Uh-oh. Apparently, I am not as adept at programming as I thought I was. Reading though the thread, unfortunately, didn't help. Anyone have any tips on how to go about doing what I have in the first post? Will be happy to post the end result as I'm sure many people can benefit from this.

The genetic optimizer is not working well, any opinions on it?

You can optimize Enums in Brute Force optimizer too.
Declare int variable for each Enum and cast it in Initialize.

Baruch

dsraider 

Hello Traders, I was wondering if anyone knew of a way of putting the TSSuperTrend through the optimizer so that it can test all combos of: 1. Period 2. Multiplier 3. MAType 4. Smoothing period 5. SuperTrendMode for trend changes and run this against different stops and targets. Thanks, Dave

Dave,

Just saw this pos&threadt after moving in the same direction in another thread:

I have two strategy with TSST : I cant get the enums to work to get them optimized either ... have you had any success?

I am attaching what I have .. NT7b219 compile .. but the .cs 'with enums' wont compile, but the version up to where I get errors is good

Jon

Morning Jon,

I was, actually. All you need to do is expose the parameters:

 

Code

[Category ("Parameters")]         public int Length         {             get { return length; }             set { length = Math.Max(1, value); }         }                      [Category ("Parameters")]         public MovingAverageType MAType          {                get { return maType; }                set { maType= value; }            }            MovingAverageType maType = MovingAverageType.HMA;                                  [Category ("Parameters")]         public double Multiplier         {             get { return multiplier; }             set { multiplier = Math.Max(0.0001, value); }         }                          [Category ("Parameters")]         public int Smooth         {             get { return smooth; }            set { smooth = Math.Max(1, value); }         }                      [Category ("Parameters")]         public SuperTrendMode TrendMode          {                get { return smode; }                set { smode= value; }            }            SuperTrendMode smode = SuperTrendMode.ATR;

I haven't looked at your cs files yet only because I'm running short on time this morning. If this doesn't work, let me know and I'll take a look at what you have.

Dave