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Piersh, is there anyway you can add an option to specify minimum # of trades so that it only returns the best results of values that trade more than the min? this has helped me in the past to avoid curve fitting.
Can you help answer these questions from other members on NexusFi?
Unfortunately, NT's optimization API doesn't provide this information (at least, I couldn't find a way to retrieve it).
In order to do what you want, you'll have to write a custom OptimizationType. I'd recommend doing this since it gives you much greater control over the results.
- take a look in your "My Documents\NinjaTrader 6.5\bin\Custom\Type" directory. you'll see the classes for the various built-in optimization types (eg. 'max. avg. profit' is in @MaxAvgProfit.cs.
- make a copy of one of these files, change the file name, the class name (to match) and the 'DisplayName' attribute, and have at it!
I have been using a custom method that limits the min/max avg. trades per day (it returns double.NegativeInifinity when there are too many or too few trades), and tries to maximize the expectancy per trade while minimizing the draw-down.
I tried to find crossover method in your GA optimizer but could'nt find. I think it's very important function to find solutions fast. I just saw reproduce. but there is no method which crossovers parents values.
Maybe I am just blind.
Fantastic work. I'm just using it today for the first time as I've been focused on discretionary stuff, but I wanted to do a bit of optimization today on my rules set.
I have a request: could you make the GO spit out the variable name and the most optimized setting, at the end of the run (output dialog). ie: