Optimization

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Optimization

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You can fine tune the input parameters of a strategy through optimization. Optimization is the process of testing a range of values through iterative backtests to determine the optimal input values over the historical test period based on your optimization fitness. To run an optimization you will need:

 

Access to historical data

Custom NinjaScript *strategy

A thorough understanding of the Strategy Analyzer's backtesting capabilities

 

Tip:  There are several pre-defined sample strategies that are installed with NinjaTrader that you can explore.

 

 

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tog_minus        How to run an Optimization

tog_minus        Understanding optimization properties

tog_minus        Understanding optimization results

tog_minus        Running a basket test

tog_minus        Understanding factors that affect optimization performance