Announcement
Collapse
No announcement yet.
Partner 728x90
Collapse
NinjaTrader
Creating optimization executable
Collapse
X
-
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.
-
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
Leave a comment:
-
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
Latest Posts
Collapse
Topics | Statistics | Last Post | ||
---|---|---|---|---|
Started by pechtri, 06-22-2023, 02:31 AM
|
8 responses
122 views
0 likes
|
Last Post
by Nyman
Today, 02:19 PM
|
||
Started by frankthearm, 04-18-2024, 09:08 AM
|
16 responses
64 views
0 likes
|
Last Post Today, 02:17 PM | ||
Started by habeebft, Today, 01:18 PM
|
1 response
5 views
0 likes
|
Last Post Today, 02:03 PM | ||
Started by benmarkal, Today, 12:52 PM
|
2 responses
13 views
0 likes
|
Last Post
by benmarkal
Today, 02:00 PM
|
||
Started by f.saeidi, Today, 01:38 PM
|
1 response
7 views
0 likes
|
Last Post Today, 01:45 PM |
Leave a comment: