Is there in NT some field of optimization?

[pstrusi]

I've ran many optimization process in NT, and for quite some time I've wanted to do a different kind of optimization, that is simply that trying to get the more constant positive returns daily although smaller than others in the long run, obviously it implies less net total monthly profits.

I've tried every possible combination, by profit, profit factor, less withdraw, max probability...etc but non of this is able to do what I want. Despite the fact that the main factor to achieve this is the algorithm itself, I'd like to ask to Ninjas if there's possible somehow to set this kind of optimization.

Thanks

[NinjaTrader_Bertrand]

pstrusi, there's unfortunately currently not a type available that would offer searching for max number of profitable days, which is basically what you seek here - it could be custom coded via C# though if you're a programmer - for a list of available types and their source code please have a look into the Documents\NinjaTrader 7\bin\Custom\Type folder.

I've also added this type request to our enhancement tracking for future consideration - thanks for the input.

[pstrusi]

I've checked it out, I see the code for the optimization. Despite I'm not a programmer (just an economist) I see certain logic, and I wonder if u know how can I call a variable for daily profit ? how does NT identifies the daily gross/losses profit?
For example: as you have "the gross profit for all trades" through "return systemPerformance.AllTrades.TradesPerformance.Gros sProfit;"

[pstrusi]

Never mind Bertrand, this requires really a high level of programming; so, I encourage NT strongly to develop this field of optimization, I'm sure it could be a very useful field for the optimization process.

Thanks for your attention

[NinjaTrader_Bertrand]

That's correct, it would need higher level custom coding to generate these types - I appreciate your feedback and like the idea of extending the ones offered.

You can also search our forums for some custom types shared by others, though your's specifically does not come to mind (from memory) - http://www.ninjatrader.com/support/f...ad.php?t=34633

[sledge]

Never mind Bertrand, this requires really a high level of programming; so, I encourage NT strongly to develop this field of optimization, I'm sure it could be a very useful field for the optimization process.

Thanks for your attention

There's an add on that might work. i have it bookmarked some where.
It's not cheap, I've never used it, and can't recommend it one way or the other.

I think they are an NT partner. I'll try to find it.

[sledge]

Never mind Bertrand, this requires really a high level of programming; so, I encourage NT strongly to develop this field of optimization, I'm sure it could be a very useful field for the optimization process.

Thanks for your attention

Sorry, it was a stand alone expensive package.

[koganam]

Sorry, it was a stand alone expensive package.

Where "expensive" starts are what price exactly?