custom optimization criteria based on % of positive periods

[uday12]

Hi,

(a) I am interested in a custom optimization criteria that uses

(max net profit in points) * (% of positive days)

I looked at a number of sample codes available at Documents\NinjaTrader 7\bin\Custom\Type

and I can get the

max net profit (in dollars, not in points) as

systemPerformance.AllTraders.TradersPerformance.Gr ossProfit + systemPerformance.AllTraders.TradersPerformance.Gr ossLoss

(i) how can I code in "% of positive days" ?
(ii) also, how can I get the performance in "points" rather than dollars?

(b) also, is there any place, where I can get a list of all fields available for systemPerformance.* ?

Thanks

[NinjaTrader_ZacharyG]

Hello uday12,

Thank you for writing in.

Please take a look at the @MaxPercentProfitable.cs optimization type.

This returns the percentage of profitable trades.

To get results in points rather than currency, you'll want to change the drop down menu at the top of the Strategy Analyzer window to Points.

systemPerformance is akin to Performance: http://ninjatrader.com/support/helpG...erformance.htm

Please, let us know if we may be of further assistance.

[uday12]

Hi Zachary
Suppose I don't want to get % of profitable trades, but instead I want to aggregate the net profits per day and calculate % of profitable days, how can I do that?
Thanks

[NinjaTrader_ZacharyG]

Hello uday12,

Thank you for the additional clarification.

Unfortunately, this would not be possible through optimization types. These are only ran per optimization and will not aggregate results to form one result.

The return value of an optimization type is shown in the Performance column in the Optimizer tab in the Strategy Analyzer.