• If this is your first visit, you will have to register before you can post. To view messages, please scroll below and select the forum that you would like to visits. Questions? Be sure to check out the Forum FAQ.

Announcement

Collapse
No announcement yet.

Partner 728x90

Collapse

NT7 to NT8 Optimizer Metrics / Fitnesses

Collapse
X
  • Filter
  • Time
  • Show
Clear All
new posts

  • tmorgan4
    started a topic NT7 to NT8 Optimizer Metrics / Fitnesses

    NT7 to NT8 Optimizer Metrics / Fitnesses

    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/foru...d.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!
    Attached Files

  • tmorgan4
    replied
    Thanks for the help. This should get me on the right track.

    Leave a comment:


  • NinjaTrader_PatrickH
    replied
    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:
    Code:
    		public override double GetPerformanceValue(SystemPerformance systemPerformance)
    		{
    			return systemPerformance.AllTrades.TradesPerformance.GrossProfit + systemPerformance.AllTrades.TradesPerformance.GrossLoss;
    		}
    But in NinjaTrader 8 it would use the following:
    Code:
    		protected override void OnCalculatePerformanceValue(StrategyBase strategy)
    		{
    			Value = strategy.SystemPerformance.AllTrades.TradesPerformance.GrossProfit + strategy.SystemPerformance.AllTrades.TradesPerformance.GrossLoss;
    		}

    Leave a comment:

Latest Posts

Collapse

Topics Statistics Last Post
Started by liquid150, Today, 06:22 AM
0 responses
4 views
0 likes
Last Post liquid150  
Started by liquid150, Today, 06:20 AM
0 responses
1 view
0 likes
Last Post liquid150  
Started by bubblegum, Yesterday, 01:13 AM
2 responses
12 views
0 likes
Last Post bubblegum  
Started by Atilla, Yesterday, 04:05 PM
1 response
52 views
1 like
Last Post im197
by im197
 
Started by vevbarrq, Today, 12:11 AM
0 responses
4 views
0 likes
Last Post vevbarrq  
Working...
X