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How to choose the best period for indicators?


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  #11 (permalink)
 
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 Fat Tails 
Berlin, Europe
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Hi Fat Tails,

thanks for your answer and tips! I appreciate it.
I have already tested a period of 200-1000 with interesting results.
Yes the RAM memory should not really be a problem, nevertheless Ninajtrader often crashes, especially with the normal optimization which almost doesn't work at all with range bars for a longer period.

When NinjaTrader crashes, this is likely due to indicators or strategies that have not been properly coded. Backtesting with range bars should not cause any problems either.

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  #12 (permalink)
 SpeculatorSeth   is a Vendor
 
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There are definitely issues with the strategy analyzer. There is some sort of lingering memory leak. You'll run out of memory as you run tests even if the strategy only uses built in indicators. Setting IncludeTradeHistoryInBacktest = false and IsInstantiatedOnEachOptimizationIteration = false can help, but you'll probably still run into situations where you just need to restart Ninja to free up memory. More iterations also increase memory usage. So when I had 16gb ram I could only run about 1000 iterations.

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Last Updated on January 12, 2021


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