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Terminology

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    Terminology

    Hello traders,

    Maybe off-topic, this is a question of terminology. Among these terms: system metric, fitness function, objective function (and any other)...
    - What's technically most correct?
    - What's most used/accepted?

    Thanks.

    #2
    Hello pintope, and thank you for your question. Out of what you mentioned, while I can not speak to the most widely used term, Performance Metric and Optimization Fitness Function are class types in NinjaScript, and are used throughout the NinjaTrader documentation. A Performance Metric is something that is applied to a collection of trades to see how well they performed generally, and an Optimization Fitness Function is applied to a NinjaScript strategy to determine how well a collection of inputs to the strategy works. Please let us know if there are any other ways we can help.
    Jessica P.NinjaTrader Customer Service

    Comment


      #3
      Thanks Jessica.

      Comment

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