I saw in one of Big Mike's videos about creating automated strategies that he used a custom script for the "Optimize on..." category in Ninjatrader's optimizer / walk forward. I was wondering if Big Mike has posted his somewhere around here or if there are any out there in general? I'd at least like to see an example of one to tweak it to my liking, but a fully put together one would of course be better. As it is, NinjaTrader only lets your run optimization on one parameter, which is almost useless.

@Big Mike Help please!

@kevinkdog I've been reading recently about your trading style and this question seems like it would be right up your alley.

DoctorDirty 

@Big Mike Help please! @kevinkdog I've been reading recently about your trading style and this question seems like it would be right up your alley.

I don't use Ninjtrader for development, I use Tradestation. I think just about everything I have ever wanted to do, I can do in Tradestation.

Some threads of interest:

NinjaTrader Optimizer Types (Custom Fitness) I'd like to talk about optimizer types (mainly for Ninja, but general math and ideas apply here as well). I'll be back to discuss what I use and why later. Mike

Van Tharp's SQN (system quality number) Hello. I just uploaded this to the Ninja Strategies section. It is really a unique method to optimize your strategies on. This is Van Tharp's System Quality Number (SQN) optimizer type for NinjaTrader. Place the SQN.cs file in your Documents\NinjaTrader …

Expectancy and SQN Can someone please walk me through the calculation for SQN. I can calculate my expectancy, but I have no idea what a "decent" expectancy happens to be. The SQN is the root of the trade number (N) multiplied by the expectancy in R multiples? …

gregid 

Some threads of interest: NinjaTrader Optimizer Types (Custom Fitness) I'd like to talk about optimizer types (mainly for Ninja, but general math and ideas apply here as well). I'll be back to discuss what I use and why later. Mike Van Tharp's SQN (system quality number) Hello. I just uploaded this to the Ninja Strategies section. It is really a unique method to optimize your strategies on. This is Van Tharp's System Quality Number (SQN) optimizer type for NinjaTrader. Place the SQN.cs file in your Documents\NinjaTrader … Expectancy and SQN Can someone please walk me through the calculation for SQN. I can calculate my expectancy, but I have no idea what a "decent" expectancy happens to be. The SQN is the root of the trade number (N) multiplied by the expectancy in R multiples? …

At first glance this seems to be what I'm looking for. Thank you for the useful threads!

kevinkdog 

I don't use Ninjtrader for development, I use Tradestation. I think just about everything I have ever wanted to do, I can do in Tradestation.

Thanks anyways!

DoctorDirty 

As it is, NinjaTrader only lets your run optimization on one parameter, which is almost useless.

You should also be aware that NT8 can optimize on multiple objectives:
NinjaTrader 8

gregid 

You should also be aware that NT8 can optimize on multiple objectives: NinjaTrader 8

That's great to know. At the moment I'm mostly focusing on learning C#/NinjaScript so I'm hesitant to switch to NT8 while it is still buggy. I'm excited to switch when NT8 is all polished though.