Optimize exit time

[azunal]

Hi all,

Is there any way to optimize exit time using strategy analyzer or any other tool??

Regards,

Fernando

[NinjaTrader_Jesse]

Hello,

Thank you for the question.

This would certainly be possible using the Strategy Analyzer, mainly you can optimize most any property that you make so long as it is of a type the optimizer can optimize.

An example would be making a public user input of int type. This could be optimized and is also the type ToTime() uses in NinjaScript. You could utilize the int value to control what time the condition exits.

I see this was posted in the automated trading section so I did not want to overwhelm you with NinjaScript in the case you are not writing the strategy. If you are, I could certainly provide a sample of the code needed.

I look forward to being of further assistance.

[azunal]

Hi Jesse,

Thanks a lot for your answer. Yes, I am writing script but I have never programmed time variables. Could you please provided me a code sample?.

By the way, Is Exit_On_Close_Seconds a Ninjatrader function and can be used, as for instance, Enterlong()?

Regards,

Fernando

[NinjaTrader_Jesse]

Hello,

For a Time condition to be optimized, you would need to use an int variable.

The Time functions in NInjaTrader convert a DateTime such as Time[0] to a integer like: 134500 which you could then optimize. :http://ninjatrader.com/support/helpG...ightsub=totime

For example, you could make a StartTime input that could be optimized:

private int myInputTime;

protected override void OnBarUpdate()
{
	if(ToTime(Time[0]) > MyInputTime)
	{
		//some strategy action	
	}
}

[Description("Numbers of bars used for calculations")]
[GridCategory("Parameters")]
public int MyInputTime
{
	get { return myInputTime; }
	set { myInputTime = value; }
}

In the optimizer, this property could be used with settings like the following:

Min Value: 134500
Max Value: 135000
Increment: 100

this would run an iteration on 134500, 134600, 134700, 134800, 134900, 135000

This is a simple example but you could expand this in any direction depending on the NinjaScript item you want to optimize, so long as you make a Int value you could optimize any property. Mainly you would just need to make that value equate to a int somehow.

Regarding Exit_On_Close_Seconds, you could use this as well but it is not able to be optimized. Exit_On_Close_Seconds simply defines the amount of seconds before close to exit, to truly optimize a close you would need to program the logic to do that.

I look forward to being of further assistance.