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NinjaTrader
Minimum # of trades per day
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Hello mrre1,
Thank you for your note.
There is no means to optimize based on waiting for a set number of trades in a backtest first. Although, that may not be what you are asking.
Are you looking to limit the number of trades taken in the optimization? Can you provide further details on how you wish to optimize based on a required number of trades?
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Thanks for the reply.
I am wondering if there is a way to require a minimum number of trades as a precondition to the series that is being optimized. For example, I have a strategy that is generating .2 trades per day in backtest. I want it to generate at least .8 trades per day.
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Hello mrre1,
Thank you for your response.
There would be no means to know ahead of the test how many trades would be taken per day.
Depending on the condition you are using to enter trades you could set a limit to the number of trades per day as a max. Let's say your strategy takes 10 trades per day but you only want 8, you could set a counter that reset on Bars.FirstBarOfSession.
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