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Optimization on custom parameter

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    Optimization on custom parameter

    Hi All,

    I want to optimize on a different option then the default, profit factor , Sharpe ratio etc.
    For example optimize for minimum Standard Deviation of a data series.
    How can I do it?

    Tx in advance!

    #2
    Hi freewind,

    This is not possible currently, but I have forwarded as a request to our development team. This request has been assigned id # 1177. Thanks for posting this feedback.
    Last edited by NinjaTrader_RyanM1; 10-26-2011, 09:25 AM.
    Ryan M.NinjaTrader Customer Service

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      #3
      Originally posted by freewind View Post
      Hi All,

      I want to optimize on a different option then the default, profit factor , Sharpe ratio etc.
      For example optimize for minimum Standard Deviation of a data series.
      How can I do it?

      Tx in advance!
      You would have to write your own custom optimizing criteria code. If you look at the files in the My Documents\NinjaTrader 7\bin\Custom\Type folder, you will see how.

      Comment

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