Thank you. KR. Ch90
Announcement
Collapse
No announcement yet.
Partner 728x90
Collapse
NinjaTrader
Optimizer: profitability
Collapse
X
-
Optimizer: profitability
Dear all, the optimizer can be optimize on a few parameters. Most are obvious or described in the manual but somehow I am not sure about the "max profitability"? I would be grateful to learn how it is define.
Thank you. KR. Ch90Tags: None
-
Hello,
Thanks for the forum post.
Can you show me a screenshot of what your referencing as I'm having issue finding what you are asking on.
To send a screenshot press Alt + PRINT SCREEN to take a screen shot of the selected window. Then go to Start--> Accessories--> Paint, and press CRTL + V to paste the image. Lastly, save as a jpeg file and send the file as an attachment.
I look forward to assisting you further.
-
Hello,
Thanks for the note.
Here is the code for returning Max Probability.
Code:double div = systemPerformance.AllTrades.TradesPerformance.Percent.StdDev / Math.Sqrt(systemPerformance.AllTrades.TradesCount); double t = Stat.StudTp(systemPerformance.AllTrades.TradesPerformance.Percent.AvgProfit / div, systemPerformance.AllTrades.TradesCount - 1); return (div <= 0.5 ? 1 - t : t);
Comment
-
Hello,
It is the Standard Deviation of the Trade Performance in Percent devided by the sqrt of all the trades taken which is then further divided by the AvgProfit and then compared statistically to all trades to find out the number of trades that were successful vs the number of trades that fell below the above cut off for success or failure as defined above. To give you probability of each trade being profitable and specifically the maximum probability of trades that had success will be filtered to the top when optimizing on this value.
Let me know if I can be of further assistance.
Comment
Latest Posts
Collapse
Topics | Statistics | Last Post | ||
---|---|---|---|---|
Started by bortz, 11-06-2023, 08:04 AM
|
47 responses
1,610 views
0 likes
|
Last Post
by aligator
Today, 07:22 PM
|
||
Started by jaybedreamin, Today, 05:56 PM
|
0 responses
9 views
0 likes
|
Last Post
by jaybedreamin
Today, 05:56 PM
|
||
Started by DJ888, 04-16-2024, 06:09 PM
|
6 responses
19 views
0 likes
|
Last Post
by DJ888
Today, 05:12 PM
|
||
Started by Jon17, Today, 04:33 PM
|
0 responses
6 views
0 likes
|
Last Post
by Jon17
Today, 04:33 PM
|
||
Started by Javierw.ok, Today, 04:12 PM
|
0 responses
16 views
0 likes
|
Last Post
by Javierw.ok
Today, 04:12 PM
|
Comment