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Accessing UniRenko Bar Parameters in Optimizer

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    Accessing UniRenko Bar Parameters in Optimizer

    I am trying to do some backtesting using the UniRenko bar type (not one of Ninjatrader's default bar types). The bars have 3 input parameters; Open offset, Tick Trend, and Tick Reversal.

    When I switch to the Optimization tab and set Optimize Data Series = True it allows the Tick Trend values to be changed as part of the optimization but not Open Offset or Tick Reversal. How can I modify the code to allow all 3 of these parameters to participate in the optimization?

    I found this document which talks about this topic for indicators but the code seems very different for bar types. I have a basic understanding of coding but nowhere near a programmer.



    Any help is appreciated!
    Attached Files

    #2
    Hello tmorgan4,

    Thank you for your post and welcome to the NinjaTrader Support Forum!

    It is not the bar type that causes this but rather the NinjaTrader platform not allowing for other values of the bar type to be optimized other than the first value. I will forward this to our development team as a suggestion to implement.

    Please let me know if you have any questions.

    Comment


      #3
      I am also interested in optimizing more than 1 value in Unirenko bartype. This would be an interesting addition to optimizer

      Thanks

      Comment


        #4
        This suggestion has been assigned the ID SFT-1299.

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