OptimizationType ?

[ErikHR]

I would like to create some new OptimizationType classes. I was looking at the MinDrawDown class, because I would like to create one that minimizes AvgMae and/or AvgEtd

When creating/using one of these OptimizationType classes, how does the optimizer know to optimize based on min as opposed to max values that the GetPerformanceValue function returns?

i.e. how would I code this method so it would get optimization results based on the parameter combinations with the minimum AvgMae

 
[SIZE=2][COLOR=#0000ff][SIZE=2][COLOR=#0000ff]public[/COLOR][/SIZE][/COLOR][/SIZE][SIZE=2][COLOR=#0000ff][SIZE=2][COLOR=#0000ff]override[/COLOR][/SIZE][/COLOR][/SIZE][SIZE=2][COLOR=#0000ff][SIZE=2][COLOR=#0000ff]double[/COLOR][/SIZE][/COLOR][/SIZE][SIZE=2] GetPerformanceValue([/SIZE][SIZE=2][COLOR=#2b91af][SIZE=2][COLOR=#2b91af]SystemPerformance[/COLOR][/SIZE][/COLOR][/SIZE][SIZE=2] systemPerformance) {[/SIZE]
[SIZE=2][COLOR=#0000ff][SIZE=2][COLOR=#0000ff]return[/COLOR][/SIZE][/COLOR][/SIZE][SIZE=2] systemPerformance.AllTrades.TradesPerformance.Percent.AvgMae ;[/SIZE]
[SIZE=2]}[/SIZE]

Thanks,
Erik

[NinjaTrader_JoshP]

Erik,

Unfortunately this is beyond the level of support we offer. You could try taking a look at the available optimizers and maybe search around the forums for examples.

[ErikHR]

will

return - systemPerformance.AllTrades.TradesPerformance.Percent.AvgMae;

work?

[NinjaTrader_Bertrand]

ErikHR, unfortunately this out of supported scope as Josh already stated - you would need to give a run and test your custom type then...I believe min and max are designated in the type's name...