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Using ATR in Optimization

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    Using ATR in Optimization

    Can you either confirm of deny whether the ATR can be used here. It doesn't seem to like the 0.00 numbers used by the ATR indicator and isn't allowing optimizations to be carried out. Pretty sure it is set correctly in the user inputs

    #2
    Hello demo166130,

    Thanks for your post.

    Any indicator that has user defined inputs that are enums, bools, doubles or ints could have those inputs optimized in the Strategy Analyzer.

    I would recommend having all the data needed already downloaded before running the backtest if you are disconnected from your data provider. Please be sure that you are not connected to the Playback Connection when you are using the Strategy Analyzer as the Playback Connection will affect the data that is used for the backtest.

    I have attached a strategy that uses ATR indicators that have their period optimized in the Strategy Analyzer.

    Please let us know if we can be of further assistance.
    Attached Files
    JimNinjaTrader Customer Service

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