Indicators and Optimization Type

[Jan Gullett]

Thanks for the flexibility of the programming environment in NinjaTrader!

I chose the platform to develop custom indicators focused on applicability of a given strategy to current market conditions and to use these indicators for monitoring operating strategies in the market on an on going basis. I reflect these indicators in optimization type for testing. This approach depends on the Trade Collection and Trade Performance Values from system tests and real time trading as well as market values.

Two additional steps could really help me. I would like to reset beginning and ending timeframes, call a strategy and generate Trade Collection and Trade Performance Values from a test method, like backtest, to use these values in indicators. Similarly I would like to call the distributions of monte carlo modes and access these Performance Values in indicators.

I know from the forums that you may not consider this a supported effort, but any suggestions from customer support or the community would be appreciated. I would need to set a couple TimeSpan values, make the needed calls for testing methods and access the monte carlo results data sets.

[NinjaTrader_Brett]

Hello,

Thanks for the forum post!

Unfortunately you are correct this is not supported and really can't point you in an unsupported direction to do this in NinjaTrader.

-Brett

[Jan Gullett]

I understand you need to limit what you support in user programming, but I thought you might have some suggestions since this was for use in custom Indicators.

Anyway, since some of what I have been able to do in these Indicators has come from reviewing Optimizer Type code, and the Optimizer Type section of the manual remains completely undeveloped, would it be too much to ask to make sure these specific requests are on the to do list?

I know that you are a user driven organization.

[NinjaTrader_Brett]

Jan,

I can check with development for you. I do know that we are always reviewing and adding / increasing our help guide documentation.

-Brett

[Jan Gullett]

I would appreciate it. Access to read the monte carlo distributions is a new request to the forums I believe. I am not sure if Indicator use of Trade Collection and Trade Performance Values has been mentioned previously.

Of course the desire to set beginning and ending dates and call system test methods such as backtest has already been mentioned in the forum by others for Optimization Type.

[NinjaTrader_Brett]

Jan,

Suggestion tracking ID is #1164 and is on the list for development and management to look into possibly adding to future versions of the software.

Thank you and have a great rest of your day!