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NT7 to NT8 Optimizer Metrics / Fitnesses

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  • 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:


  • 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

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