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Creating optimization executable

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    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

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