Optimizer Fitness double.MinValue

[GrumpyTrader]

Many of my fitness functions will return double.MinValue if it is a filtered out result. It seems the optimizer doesn't show an iteration when the fitness is equal to double.MinValue.

[NinjaTrader_Jesse]

Hello,

Thank you for the post.

Would you be able to provide clear steps to reproduce this? I would not be certain on the actions, scripts, etc used in this test in order to be able to report anything or test this.

If this is a custom script you are using, are you also able to re produce this using one of the sample strategies? if so that would be preferred.

When submitting beta items, if you provide the already reduced and simplified steps along with any supporting samples, that would be preferred and would help to provide this to development in a timely manor.

Please let me know if I may be of further assistance.

[GrumpyTrader]

Create an Optimization Fitness function where if the number of trades is less than 50 it set the Value of the fitness function to double.MinValue. You will see that those scenarios don't show up when optimizing.

[NinjaTrader_Jesse]

Hello,

Thank you for the reply.

Unfortunately I would not be sure how to continue on this as you have not yet provided any additional details to reproduce what you are seeing.

What code are you using in the OptimizationFitness specifically that is resulting in this? Are you using a sample strategy to perform the test to confirm this also happens outside of any custom strategy you may be using?

Without further details I would be guessing on both how this was tested on your end and what code may have been used at the time. For any NinjaScript reports you may submit, I would ask that you include a sample of the code you are using for us to be able to assist in any way. Without knowing what code was used it would be a guess if we are actually doing the same test.

Please let me know if I may be of further assistance.