Allow user-defined fitness functions for genetic optimization (like Fill Types)

[flonkle]

Something similar to this has been suggested before years ago, but I thought I'd put in my request with a little twist...

It would be great if users could easily define a fitness function to be used in genetic optimization much in the same way that users can now define their own custom Fill Types.

This would be a way to greatly enhance the power of the current genetic optimizer, and it would eliminate the need for NinjaTrader users to delve into modifying the genetic optimizer code itself just to define a new fitness function.

[NinjaTrader_PatrickH]

Hello flonkle,

Thank you for your post.

This will be supported in the next major release of NinjaTrader. You can view the major enhancements that have been confirmed at the following link: http://www.ninjatrader.com/downloads...njaTrader8.pdf

[koganam]

Something similar to this has been suggested before years ago, but I thought I'd put in my request with a little twist...

It would be great if users could easily define a fitness function to be used in genetic optimization much in the same way that users can now define their own custom Fill Types.

This would be a way to greatly enhance the power of the current genetic optimizer, and it would eliminate the need for NinjaTrader users to delve into modifying the genetic optimizer code itself just to define a new fitness function.

You can write your own fitness functions right now. Look in this thread for 2 examples of how it is done.

ref: http://www.ninjatrader.com/support/f...d.php?p=231236

[flonkle]

Thanks for pointing me in the right direction koganam!!

I guess you can already write some custom fitness functions (as long as you can combine/massage the pre-defined NT performance metrics in a way that gives you the custom fitness function you want).

And this is done much in the same way that you write custom fill types, with the code housed in the same NT directory, to boot!!

I guess I was the one who was confused!!

[flonkle]

Upon further inspection, I realize that you really can do a lot by iterating over the trades in a given TradeCollection. The methods and properties of each Trade object in the collection give you access to tons of useful information that should allow you to code some fairly sophisticated fitness functions.

So, you're not really limited to using only pre-defined performance metrics from NT7 as subcomponents of your custom fitness functions after all...

Woo hoo!!