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Custom "Optimize on..." script for NinjaTrader?
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Custom "Optimize on..." script for NinjaTrader?

  #1 (permalink)
Elite Member
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Custom "Optimize on..." script for NinjaTrader?

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.

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  #2 (permalink)
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@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.

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  #3 (permalink)
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DoctorDirty View Post
@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.

If you have any questions please send me a Private Message or use the futures.io "Ask Me Anything" thread
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  #4 (permalink)
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Answer
This post has been selected as an answer to the original posters question Answer

Some threads of interest:
https://futures.io/elite-automated-ninjatrader-trading/25792-ninjatrader-optimizer-types-custom-fitness.html
https://futures.io/psychology-money-management/453-van-tharp-s-system-quality-number-van-k-tharp-system-quality-number.html
https://futures.io/psychology-money-management/12751-expectancy-system-quality-number-van-k-tharp.html

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

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  #6 (permalink)
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kevinkdog View Post
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!

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  #7 (permalink)
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DoctorDirty View Post
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

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  #8 (permalink)
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Thanks: 43 given, 17 received


gregid View Post
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.

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