Filtering Peaks from trades

[jokujoku]

I hope you will add filtering, which removes peaks from trades, usually happens during news, its much easier to develope and optimize backtest strategies, which are generalising trades. It help remove news effects from trades.

Like remove trades which performance is greater or less than average*x. or any measure

this is quite commong way if developing neural or AI based trading systems ...

[NinjaTrader_RyanM1]

Hello jokujoku,

Thank you for the suggestion. I will forward to our development team.

This should currently be possible by custom coding with the TradePerformance class.

There are sample available for working with this:

http://www.ninjatrader-support.com/vb/showthread.php?t=4084

http://www.ninjatrader-support2.com/vb/showthread.php?t=19289

[jokujoku]

thank you very much

[jokujoku]

Actually, those examples are not what I mean,
I mean filtering from results and data, If trade is performing too well or its really bad trade, its removed statistics, during optimazation.

[NinjaTrader_RyanM1]

I see - Thank you for the suggestion. I will forward for consideration in a future release.