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Minimum number of trades - in optimization

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    Minimum number of trades - in optimization

    Hi,
    the geneting optimizer is great.

    I however notice that when optimizing is made for "max profit factor", very often the returned deata is for 1 deal.

    Also when optimizing for "max net profit", the results are based on e.g. 5-10 deals that are strongly curve fitted.

    If we had a setting for "min number of trades" in addition to the currently exising "minimu, performance" this would be amazing, as we would be able to hand pick much more realistic strategy settings that are not so strongly curve fitted.

    #2
    Hello nikolaalx,

    I will forward your suggestion to support such a setting as per the genetic optimizer to development. Thank you for your feedback.
    JasonNinjaTrader Customer Service

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      #3
      You can make new optimization formula.

      p.s. Very simple

      Comment


        #4
        The suggestion has been added to the list of possible future enhancements and is assigned to ID# 2828.
        JasonNinjaTrader Customer Service

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          #5
          Please be clear

          Originally posted by Baruch View Post
          You can make new optimization formula.

          p.s. Very simple
          Baruch could you please specify the code one might use for this.


          I'm running on a customized fitness test could i easy implement your suggestion?

          Thank You

          Edit:
          Found This on the web:
          http://www.elitetrader.com/vb/attach...4&d=1242796323

          If there is an allowed minimum trades per day there must be a way for the fitness test to have minimum trades unless change parameters. Something like the genetic optimizer in regard to minimum performance.
          Last edited by hliboi; 05-04-2014, 11:16 AM.

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