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maximizing number of profitable "days"
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maximizing number of profitable "days"
I am a bit confused by all the optimization criteria. Suppose i am trading 5 min charts and want to optimize for maximum number of profitable "days" (rather than say number of profitable "trades"). How can I do this?Last edited by uday12; 02-08-2016, 02:14 PM.Tags: None
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Hello uday12,
Thank you for your post.
You would need to create a custom optimization type for this.
For NinjaTrader 7 this was not documented, but you can find information under Documents\NinjaTrader 7\bin\Custom\Type. The options available by default are listed here as .cs files.
For NinjaTraader 8 this is documented under Optimization Fitness: http://ninjatrader.com/support/helpG...on_fitness.htm
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