This is a new optimizer type for comparing strategies in the Strategy Analyzer called System Quality Number. The formula is
SQN = sqrt(N) * average("Profit") / stddev("Profit")
where N is the number of trades, which encourages a large number of trades, a large average profit, and a small standard deviation. You can read more about Ragingbull's description of this number in the original thread that I coded the optimizer from here: http://www.ninjatrader-support.com/v...ead.php?t=4320
To install, take SQN6 if you are running 6.0, or SQN if you are running 6.5.
1. Copy this to My Documents/Ninja Trader 6[.5]/bin/Custom/Type
2. Recompile any of your indicators or strategies -- this will cause the optimizer type to be compiled as well
3. "my system quality number" will show up in your list of optimizer types
4. The SQN value shows up in the Performance column on the grid (see attached screenshot)
Keep in mind that as far as I know, this type of customization is not supported by NT, so if anything goes wrong, a reinstall may be your only recourse. Having said that, I have not had any issues thus far.
Feel free to post issues in this thread and I will try to help.
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