Welcome to NexusFi: the best trading community on the planet, with over 150,000 members Sign Up Now for Free
Genuine reviews from real traders, not fake reviews from stealth vendors
Quality education from leading professional traders
We are a friendly, helpful, and positive community
We do not tolerate rude behavior, trolling, or vendors advertising in posts
We are here to help, just let us know what you need
You'll need to register in order to view the content of the threads and start contributing to our community. It's free for basic access, or support us by becoming an Elite Member -- see if you qualify for a discount below.
-- Big Mike, Site Administrator
(If you already have an account, login at the top of the page)
Ok, I get what you mean, you actually used 'backtest' ('Backtest' is not optimizing, unless you manually repeat backtesting while tweaking parameters for many cycles).' Two other options are 'optimization' and 'walk forward optimization.'
That error is, imo, a long standing weird bug in NT. Hacking the Genetic Optimizer C# code can greatly help, if you're comfortable with using Visual Studio and modifying code NT didn't intend for you to modify.
You can also limit the ranges of your parameters until it works, or hard code (requires unlocking the strategy and being able to code ninjascript/c#) most of them while you optimize only a few at a time; then hard code those optimized values and optimize a different group.
Repeat until no more improvement is seen after completing a whole round through all parameters. Also, you can try using larger 'increment' values for the parameters.
Another option is to use the grouping method above with 'brute force' optimization. That bug only seems to show up with the genetic optimizer.
You can easily try different time frames while backtesting (assuming you have 1 minute data, downloaded or a feed. maybe tick data would work too?). If you get the optimizer working, it can have NT optimize for the best time frame.
So I guess now you have to decide if you're going to try again to optimize, and/or research the best time frame.
Can you help answer these questions from other members on NexusFi?
Thanks for the information @JonnyBoy - do you mind attaching a complete summary of one of your strategies over a long period of time, just so I can visualize what a solid strategy looks like in terms of statistics?
I'll be honest and state that your best bet here is to purchase @kevinkdog book. The link is here.
I am certainly not an expert, just quite experienced. However, Kevin is an expert and I started myself by reading his book.
--------------------------------------------------------
- Trade what you see. Invest in what you believe -
--------------------------------------------------------
Any tips as to how to properly 'forward-testing' a strat that runs on the 1D chart? Replay is limited in NT IIRC.
I'll try to hack the optimizer tomorrow to see if other tf's are a better fit.
First, I hack for a living.
Second, I saw a few posts about it in ninja already.
I know I don’t need to hack the optimizer to run the backtest on multiple time frames, however I’m curious as to which tf the optimization will find as the best one.
I was trying to get some idea of the degrees of freedom. Shorter run-time, fewer degrees. But a powerful computer would require less time to run the same test, so I wanted to know about the computer. More degrees of freedom, greater chance of over-fitting.
But to actually answer your question:
If you have a lot of parameters, with wide ranges, and you want to test as many possibilities as possible, then you'll need a lot of computing power if you want the test to complete within this century. Some folks have multiple servers running searches.
Use diferent periods and you will see that nice green -> red.
The strategy analysed only is in Long. But when the market is trending down the behaviour is another.
You should use market replay taking the most close dates up today and see what happens. Then try some months before and check again.
Try to find an ALL terrain for almost all markets conditions. Up - down and Ranging. (In this condition Halt the strategy ...better dont trade)
Does a more powerful computer provide more stability when running market replay at faster speeds? What is the fastest speed you would be comfortable running market replay and still trust the results?