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Optimization Criterion: Max. Probability and Win/loss ratio

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    Optimization Criterion: Max. Probability and Win/loss ratio

    In the Help Guide I can't find further information about this Optimization Criterion:

    1. What Does NT optimize on MAX. PROBABILITY?
    Probability of what?

    2. What does NT optimize on WIN/LOSS RATIO
    Is it as simple as Win average/Loss average ratio?

    Thanks in advance

    #2
    Hello pstrusi,

    Please see the forum thread below for the calculation that is used for "max. probability".
    http://www.ninjatrader.com/support/f...ax+probability

    Win/loss ratio is the same as win average/loss average. Please see the link below for more statistic explanations.
    http://www.ninjatrader.com/support/h...efinitions.htm
    JasonNinjaTrader Customer Service

    Comment


      #3
      Reading your reference post I realize that "max. probability" tries to maximize the # positive Trades Vs negative ones, in the Strategy report is "Percent Pr" column, thanks

      Comment

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