NexusFi: Find Your Edge


Home Menu

 





Optimization API - is it possible to specify "constraints" as to which tests to keep?


Discussion in EasyLanguage Programming

Updated
    1. trending_up 473 views
    2. thumb_up 0 thanks given
    3. group 2 followers
    1. forum 2 posts
    2. attach_file 0 attachments




 
Search this Thread

Optimization API - is it possible to specify "constraints" as to which tests to keep?

  #1 (permalink)
shawnh
Maritimes, Canada
 
Posts: 9 since Nov 2010
Thanks Given: 0
Thanks Received: 1

Hello! I am experimenting with the Easy Language Optimization API but am struggling a bit because there seems to be so little discussion about it on the internet. Besides the manual, it is hard to find any more information and examples. I am wondering if this is possible: I wish to run an optimization with "Average Trade" as the fitness function, but I only want to keep tests that have a Net Profit greater than $20000. Would anyone know if this is possible?

Thank You
Shawn

Reply With Quote

Can you help answer these questions
from other members on NexusFi?
Exit Strategy
NinjaTrader
NT7 Indicator Script Troubleshooting - Camarilla Pivots
NinjaTrader
MC PL editor upgrade
MultiCharts
How to apply profiles
Traders Hideout
Trade idea based off three indicators.
Traders Hideout
 
Best Threads (Most Thanked)
in the last 7 days on NexusFi
Spoo-nalysis ES e-mini futures S&P 500
29 thanks
Just another trading journal: PA, Wyckoff & Trends
25 thanks
Tao te Trade: way of the WLD
24 thanks
Bigger Wins or Fewer Losses?
21 thanks
GFIs1 1 DAX trade per day journal
16 thanks
  #2 (permalink)
 kevinkdog   is a Vendor
 
Posts: 3,663 since Jul 2012
Thanks Given: 1,892
Thanks Received: 7,357


shawnh View Post
Hello! I am experimenting with the Easy Language Optimization API but am struggling a bit because there seems to be so little discussion about it on the internet. Besides the manual, it is hard to find any more information and examples. I am wondering if this is possible: I wish to run an optimization with "Average Trade" as the fitness function, but I only want to keep tests that have a Net Profit greater than $20000. Would anyone know if this is possible?

Thank You
Shawn

There are definitely multiple fitness functions to choose from, I am not sure offhand if "AVG TRADE" is one of them. I am pretty sure you can't have a fitness function of "highest avg trade only if NP>$20K" though.

So, you could always sort that in Excel after the fact...

Follow me on Twitter Reply With Quote
  #3 (permalink)
shawnh
Maritimes, Canada
 
Posts: 9 since Nov 2010
Thanks Given: 0
Thanks Received: 1


Thank you for the reply Kevin... yes it would appear that it's not possible with the API. I didn't read the whole manual word for word, but I perused through it and it looks like it's not possible. Sorting and sifting afterwards with Excel will have to suffice, as you mentioned.

Thank You
Shawn

Reply With Quote




Last Updated on August 1, 2023


© 2024 NexusFi™, s.a., All Rights Reserved.
Av Ricardo J. Alfaro, Century Tower, Panama City, Panama, Ph: +507 833-9432 (Panama and Intl), +1 888-312-3001 (USA and Canada)
All information is for educational use only and is not investment advice. There is a substantial risk of loss in trading commodity futures, stocks, options and foreign exchange products. Past performance is not indicative of future results.
About Us - Contact Us - Site Rules, Acceptable Use, and Terms and Conditions - Privacy Policy - Downloads - Top
no new posts