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Is this possible?

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    Is this possible?

    I have a daily strategy which has 1 variable to modify. I would like to run a backtest which optimizes this variable every day. This variable will be printed or plotted each day.

    #2
    To clarify...I optimize100 days and I get my one variable to print the set point. Then I optimize 101 days and it prints the set point. etc.

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      #3
      What I'm trying to say, is there a way to modify backtest type?

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        #4
        Hello eleven,

        Are you wanting to make an input that will be optimized over?

        For example the SMA indicator has a Period input that is an integer that can be optimized over.
        Chelsea B.NinjaTrader Customer Service

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          #5
          Not exactly. What I'd like to do is optimize a variable over 100 days. Then optimize the same variable over 101 day. On and on...for thousands of days in a row. The optimized variable would print to the output window. It would show the if the optimized variable drifts over time.

          Basically, it is possible to modify or create new backtest type?

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            #6
            Hello eleven,

            It is possible to make optimization scripts.
            https://ninjatrader.com/support/help.../optimizer.htm

            But you can increment a variable on each new session in each iteration for that iteration.

            You can optimize an input from 1 to 100.

            If the variable needs to change on each new day for every iteration, just increment the variable.

            If the variable stays the same for the iteration and is different from each other iteration, just optimize an input from 1 to 100.
            Chelsea B.NinjaTrader Customer Service

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              #7
              Thanks. This helps me out.

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