NT7 to NT8 Optimizer Metrics / Fitnesses

[tmorgan4]

Thanks for the help. This should get me on the right track.

[NinjaTrader_PatrickH]

Hello tmorgan4,

Thank you for your post.

Refer to the information at the following link: http://ninjatrader.com/support/helpG...on_fitness.htm

I would recommend comparing the NinjaTrader 8 Optimizer Fitnesses to the Optimization Types in NinjaTrader 7.

For example, Max Net Profit would use the following in NinjaTrader 7:

		public override double GetPerformanceValue(SystemPerformance systemPerformance)
		{
			return systemPerformance.AllTrades.TradesPerformance.GrossProfit + systemPerformance.AllTrades.TradesPerformance.GrossLoss;
		}

But in NinjaTrader 8 it would use the following:

		protected override void OnCalculatePerformanceValue(StrategyBase strategy)
		{
			Value = strategy.SystemPerformance.AllTrades.TradesPerformance.GrossProfit + strategy.SystemPerformance.AllTrades.TradesPerformance.GrossLoss;
		}

[tmorgan4]

I would like to convert the custom optimizer types that another user was kind enough to share in this thread. (The original NT7 script is attached here).

https://ninjatrader.com/support/forum/showthread.php?p=183042

Looking through the scripts I can see several changes from NT7 to NT8 but I'm stuck at the error on on 'GetPerformanceValue'.

Any help would be greatly appreciated!