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Strategy optimisation - smooth revenue chart

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    Strategy optimisation - smooth revenue chart

    what would be the way to run the Strategy analyser to find the consistent revenue?

    I can look for the MAX NET Profit, but this it not what I need.
    So I am looking to understand how to run the Strategy Analyser to look for consistency not MAX value.

    #2
    Hello dadarara,

    Thanks for your post.

    If you are looking for a consistency as far as the percentage of trades that are profitable out of the number of trades taken, you can use MaxPercentProfitable.



    If you are looking to track "consistency" in another way you could consider building your own Optimization Fitness Metric to determine this. Optimization Fitness Metrics are simple scripts which simply review the strategy's SystemPerformance to review the trades and evaluate the metric. Our Optimization Fitness Metrics are open source, so they can be referenced to see working examples.

    Optimization Fitness Metrics - https://ninjatrader.com/support/help...on_fitness.htm

    SystemPerformance - https://ninjatrader.com/support/help...erformance.htm

    We look forward to being of further assistance.
    JimNinjaTrader Customer Service

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