float properties and Math.Min/Math.Max

[sgwood]

Hi All,

I am trying to add a float property to my strategy. Specifically I am
declaring a variable called vProfitTakePercentage that will be added
to my Initialize() method. My main issue is with the "set" in my
public float VProfitTakePercentage property declaration.

set { vProfitTakePercentage = value; }

works fine however when I attempt to optimise the default value,
the variable is fixed at 0.03. I want however a MIN and MAX just like
the other Integers so that when I run the optimiser the best
SetProfitTarget is found.


Here are the main components of the code:

#region Variables
private float vProfitTakePercentage = 0.03f;
#endregion

protected override void Initialize()
{
SetProfitTarget(CalculationMode.Percent, vProfitTakePercentage); // 3%
}

#region Properties

[Description("Profit Take Percentage")]
[Category("Parameters")]
public float VProfitTakePercentage
{
get { return vProfitTakePercentage; }
//set { vProfitTakePercentage = value; } // set { vProfitTakePercentage = Math.Max(1f, value); }
set { vProfitTakePercentage = Math.Min(Math.Max(0,value),1000); } //set { yOffset = Math.Min(Math.Max(0,value),1000); }
}

#endregion


many thanks for any assistance.

[NinjaTrader_Bertrand]

Welcome to our forums, please set up those properties to optimize as a double and then recheck if you can optimize them as expected.

[sgwood]

thanks for the tip on using double although I still don't understand
why float isn't supported.

One more question I have is why my vProfitTakePercentage variable is not being optimised.

Yes, when I select Optmise it now lets me select the MIN and MAX values
for my vProfitTakePercentage variable however I get no change in the Optimise results.

Could it be that only variables in the OnBarUpdate() method are optimised?

Here is my complete strategy if that helps:

namespace NinjaTrader.Strategy
{
/// <summary>
/// Stochastic Crossover
/// </summary>
[Description("Stochastic Crossover")]
public class Stochastic20101009 : Strategy
{
#region Variables
// Wizard generated variables
private int v1StochD = 5;
private int v2StochK = 9;
private int v3Smooth = 5;

private int vStartLogDate = 20101008; // Trades to log from
// User defined variables (add any user defined variables below)

private double vProfitTakePercentage = 0.03d;

private string vSymbolName;
#endregion



/// <summary>
/// This method is used to configure the strategy and is called once before any strategy method is called.
/// </summary>
protected override void Initialize()
{

Add(Stochastics(v1StochD,v2StochK,v3Smooth));
Add(MACD(12, 26, 9));

CalculateOnBarClose = true;

SetProfitTarget(CalculationMode.Percent, vProfitTakePercentage); // 3%

}

/// <summary>
/// Called on each bar update event (incoming tick)
/// </summary>
protected override void OnBarUpdate()
{

if (CrossAbove(Stochastics(V1StochD,V2StochK,V3Smooth ).K, Stochastics(V1StochD,V2StochK,V3Smooth).D, 1) )
{
DrawDiamond(CurrentBar.ToString()+"Buy", true, 0, Low[0] + TickSize, Color.Green);

EnterLong(1000, "EnterLong");

if ( ToDay(Time[0]) > VStartLogDate ) {
Print(Instrument.FullName + ";" + ToDay(Time[0]) + ";" + "Long Position Entered" + ";" + "V1StochD: " + V1StochD + ";" + "V2StochK: " + V2StochK + ";" + "V3Smooth: " + V3Smooth );
}

}


#region Properties

[Description("Stochastic D")]
[Category("Parameters")]
public int V1StochD
{
get { return v1StochD; }
set { v1StochD = Math.Max(1, value); }
}

[Description("Stochastic K")]
[Category("Parameters")]
public int V2StochK
{
get { return v2StochK; }
set { v2StochK = Math.Max(1, value); }
}

[Description("Stochastic Smooth")]
[Category("Parameters")]
public int V3Smooth
{
get { return v3Smooth; }
set { v3Smooth = Math.Max(1, value); }
}

[Description("From which date should trades be logged")]
[Category("Parameters")]
public int VStartLogDate
{
get { return vStartLogDate; }
set { vStartLogDate = Math.Max(1, value); }
}

[Description("Profit Take Percentage")]
[Category("Parameters")]
public double VProfitTakePercentage
{
get { return vProfitTakePercentage; }
//set { vProfitTakePercentage = value; } // set { vProfitTakePercentage = Math.Max(1f, value); }
set { vProfitTakePercentage = Math.Max(0.3d, value); } //set { yOffset = Math.Min(Math.Max(0,value),1000); }
}

#endregion
}
}

[NinjaTrader_Bertrand]

Great the doubles did it - you would need to refer to the public (capitalized normally), not the private property -

SetProfitTarget(CalculationMode.Percent, VProfitTakePercentage); // 3%

If you use the snippet above, it should optimize the target value.