Here's basic OptimizationType code:
using System; using NinjaTrader.Gui.Design; using NinjaTrader.Strategy; namespace MoGo.NinjaTrader.OptimisationMeasures { /// <summary> /// </summary> [DisplayName("MoGo Entry Efficiency")] public class entryeff : OptimizationType { /// <summary> /// Return the performance value of a backtesting result. /// </summary> /// <param name="systemPerformance"></param> /// <returns></returns> public override double GetPerformanceValue(SystemPerformance systemPerformance) { var entryefficiency = systemPerformance.AllTrades.TradesPerformance.Currency.AvgMfe; return entryefficiency; } } }
/// <returns></returns> public override double GetPerformanceValue(BasicNetwork mynetwork) {
I'm using Matt Craig's badass MoGo optimizer as a starting point, if anyone has experience.
Note: I know this doesn't fall under standard support, feel free to ignore this if you must regular support team.