Big Mike's Trading Blog

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Genetic Optimizer for NinjaTrader

Piersh has been kind enough to release his fantastic genetic optimizer for ninjatrader on the BMT forums.

I won't even pretend to know how genetic optimizers work, but it has to do with weeding out the numbers that are poor performing and keeping the numbers that perform the best.  These numbers are then allowed to procreate so each generation is built upon a solid DNA string.  Honestly, it's that kinda stuff.

You can read up on genetic optimizers on google.  But if you do any kind of strategy work, then having a GO in your toolkit is a must.  NT7 is going to include one, sure, but a) when/if will NT 7 ever come out?  and b) will their GO be better than Piersh's?

It's simple to install and use.  To give you an estimate of how much time it can save, I can normally optimize a job with tens of billions of combination (read:  Ninja would _never_ finish, as in years) in about 10 minutes.  It doesn't brute test every combination, instead relying on selective breeding of combination that perform well.

Here is the discussion thread, and the download for the optimizer, along with installation instructions.  Be sure to check it out, and don't forget to send your thanks to Piersh!



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