How to code to find BestQuantity for Targets 1&2&3 = ??

[Trader.Jon]

I am trying to automate a backtest for the proper 'mix' of quantity per target for best results in the strategy Analyzer. Basics are:

1. 4 targets (PT1, PT2, PT3, PT4)
2. PT4 == runner so quantity is 1
3. QuantityPT1 + QuantityPT2 + QuantityPT3 <= 9

So in the optimizer I have a variable (BestQuantity) I can set to between 3 >> 9, that would interact with the values selected in the optimizer for the QPT1, QPT2, QPT3 ... ie:

Quantity BestQuantity 5;9;1
Quantity ProfitTarget1 0;9;1
Quantity ProfitTarget2 0;9;1
Quantity ProfitTarget3 0;9;1
Quantity ProfitTarget4 1;1;1

So ... if at a point the optimizer has BestQuantity =9 and also selected 7 for QPT1, then it has to select QPT2 + QPT3 == total of 2 in whatever 'mix' and so on to allow the optimizer to select the best result for whatever the # of times the ProfitTargets happen to be filled.

I managed to have a successful compile, but the logic is flawed

This is from the Strategy Analyzer Settings:
Quantity BestQuantity 16 (3;9;1),
Quantity ProfitTarget 1 4 (3;7;1),
Quantity ProfitTarget 2 6 (0;6;1),
Quantity ProfitTarget 3 6 (0;6;1),
Quantity ProfitTarget 4 1

As you can see, the 'BestQuantity' optimized result is the addition of the maximum values selected for optimization (6+6+4 = 16), instead of the 9 intended.

Code used was in 'Initialize' :: BestQuantity = QPT1 + QPT2 + QPT3 ..
BestQuantity and the QPTs are int variables

An assist would be greatly appreciated,
Jon

[NinjaTrader_Austin]

Trader.Jon, unfortunately it is not possible to pass in complex conditions to the backtester, like what you've described here.

[Trader.Jon]

Austin,

Thanks for that clarification .... for some reason I didnt think it was any more complex than what a genetic optimizer would do. I guess I'll have to do it manually .... ouch

TJ