namespace NinjaTrader.NinjaScript.OptimizationFitnesses
{
public class MaxUlcerRatioShort : OptimizationFitness
{
protected override void OnCalculatePerformanceValue(StrategyBase strategy)
{
Value = strategy.SystemPerformance.ShortTrades.TradesPerfo rmance.SortinoRatio;
}
protected override void OnStateChange()
{
if (State == State.SetDefaults)
Name = NinjaTrader.Custom.Resource.NinjaScriptOptimizatio nFitnessNameMaxUlcerRatioShort;
}
}
}
Comment