• If this is your first visit, you will have to register before you can post. To view messages, please scroll below and select the forum that you would like to visits. Questions? Be sure to check out the Forum FAQ.

Announcement

Collapse
No announcement yet.

Partner 728x90

Collapse

Creating optimization executable

Collapse
X
 
  • Filter
  • Time
  • Show
Clear All
new posts

    Creating optimization executable

    Hi,

    I'm trying to create my own optimization criteria and I have a doubt. I need to optimize minimizing the number of bars per trade. To do this I replace in a copied file on the "Type" folder this line of code:

    public override double GetPerformanceValue(SystemPerformance systemPerformance)
    {
    return systemPerformance.AllTrades.TradesPerformance.AvgB arsInTrade;
    }

    but I need to specify that this value has to be minimized. Where do I specify it? I don't see on the remaining code any line to minimize or maximize

    #2
    Hello,

    Unfortunately there is not a supported method for setting the minimum number of trades.

    However I have forwarded this item to development to add in a potential future version for a default type to help keep the bars in trade as low as possible. This is tracked using ID #1164
    MatthewNinjaTrader Product Management

    Comment


      #3
      guillemb,

      Do you still need this kind of functionality?
      Check: http://pvoodoo.blogspot.com/2012/09/...hdrawdown.html
      Free example but let's see what can be done for this AvgBarsInTrade.

      Comment

      Latest Posts

      Collapse

      Topics Statistics Last Post
      Started by jeronymite, Today, 04:50 PM
      0 responses
      4 views
      0 likes
      Last Post jeronymite  
      Started by daigo1, Today, 04:41 PM
      0 responses
      3 views
      0 likes
      Last Post daigo1
      by daigo1
       
      Started by Harrylwd4, Today, 03:15 PM
      1 response
      10 views
      0 likes
      Last Post NinjaTrader_ChrisL  
      Started by concept, Today, 04:22 PM
      1 response
      11 views
      0 likes
      Last Post concept
      by concept
       
      Started by Gregorian, Today, 02:05 PM
      4 responses
      16 views
      0 likes
      Last Post Gregorian  
      Working...
      X