Stoploss Percent Optimization

[kabes223]

Hi there,

How do I setup a percent stop loss in Editor which can be optimized (using Backtest type: Optimization)? I tried so many ways, but can't get it to work. I saw an old post from a NT staff member saying to use double instead of int, and he claimed it can be optimized that way. But that's not true, is it? It's my understanding is that Optimization takes whole numbers only.

To me, the most obvious way would be to use the following code.

Stop = 100;

SetStopLoss("", CalculationMode.Percent, Stop / 10000, false);

[NinjaScriptProperty]
[Range(1, int.MaxValue)]
[Display(ResourceType = typeof(Custom.Resource), Name = "Stop", Order = 1, GroupName = "NinjaScriptStrategyParameters")]
public int Stop
{ get; set; }


Thanks.

[NinjaTrader_JessicaP]

Hello kabes223, and thank you for your question.

To the first part of your question, the following video demonstrates setting up a strategy with a double parameter, and optimizing this through the strategy analyzer.

https://www.screencast.com/t/1Xy2udxOhH

To your second question, whenever you divide one integer by another integer in C#, the result is an integer. For example, while you might expect the result of

1 / 10

to be 0.1, the actual result of this calculation is 0. Similarly, 9 / 10 is also 0, and 15 / 10 is 1. The fractional part, in other words, is simply cut off. The only way to avoid this is to force C# to do math using doubles, and the best way in turn to guarantee this is to make your parameter a double. Even if you would like to set percentages like e.g.

[FONT=Courier New]
SetStopLoss("", CalculationMode.Percent, Stop / 100[B].0[/B], false);[/FONT]

and then make Stop a number between 0 and 100, it's best to make Stop a double. However, if you would like to use integers, please see the bolded .0 in the above code. Since at least one of the two numbers we are doing math is a double - 100 is an integer, 100.0 is a double - then the result will also be a double, and you can if you choose make Stop an integer.

Please let us know if there are any other ways we can help.

[kabes223]

Thanks Jessica, that really helped. Problem solved!

[Paco0]

Hello JessicaP.

I used the same approach you proposed above but the issue arised when I tried to optimize double parameter as Optimizer does not support it. Would you know of any workaround for that please?
I found one proposed but ChelseaB but it is not clear enough for me..

https://ninjatrader.com/support/forum/forum/ninjatrader-7/platform-technical-support/91707-strategy-analyzer-optimization-decimal-steps

Thank you
David

[NinjaTrader_ChrisL]

Hi Paco0, thanks for your note.

I made a test script that is able to increment double data types by another double. Please see attached. Optimize this in the strategy analyzer from 0 to 1 and increment by 0.01.

Kind regards.