Iterating over all trades in Optimization

[freewind]

Hi,

I want to develop my own Fit Function in for my optimization using

namespace NinjaTrader.Strategy
{
	/// <summary>
	/// </summary>
	[Gui.Design.DisplayName("max. avg. profit")]
	public class MyNewFitFunction : OptimizationType
	{
		/// <summary>
		/// Return the performance value of a backtesting result.
		/// </summary>
		/// <param name="systemPerformance"></param>
		/// <returns></returns>
		public override double GetPerformanceValue(SystemPerformance systemPerformance)
		{
			//My Code here
		}
	}
}

I want to iterate over all the trades in the optimization to calculate the SDV of the winners and losers separately and not use NT stdev that use both.

How can it be done?

TX in advance!

[freewind]

Can someone share is thoughts on the subject?

[NinjaTrader_AdamP]

freewind,

Unfortunately this is in the unsupported territory, however you could try something like :

foreach (Trade trade in systemPerformance.AllTrades)
{
//code here, but note that "trade" will be one trade in the systemPerformance object.
}

This iterates through each trade and you can reference the current "trade" its on just by using that to reference it.