Fitness function

[eleven]

Is it possible to customize optimization fitness functions in NT7? SQN, Expectancy, whatever you'd like, etc?

[neb1998]

goto mydocuments/ninjatrader7/bin/custom/type/

you can copy and modify any of the existing fitness functions.

[eleven]

Thanks Neb. I have pasted SQN.cs and MaxExpectancy.cs into that folder but they do not show up in the optimization drop down box. Any idea's on why I cannot see them?

[neb1998]

Open up any other file from ninjatrader and hit compile, that should do it.

[eleven]

That did the trick! Thanks.

[koganam]

Thanks Neb. I have pasted SQN.cs and MaxExpectancy.cs into that folder but they do not show up in the optimization drop down box. Any idea's on why I cannot see them?

Might it be possible to share those fitness function files?

[eleven]

Sure. These are the 2 files that I have used.

I would be interested in fitness functions that others use. Does anybody have any to share?

[eleven]

I have tried to code a fitness function to result in r-squared (coefficient of determination) without success. This would measure an equity curve by how linear it is calculated using linear regression.

Does any one have such a fitness function they would be willing to share?

Thank,
eleven

[neb1998]

I have not been able to do that with this optimizer. I have come close by using other methods but its mostly trial and error based on the type of system your using.

[eleven]

Thanks Neb.

Another question: Can DataSeries be used in the fitness functions for use with the optimizer? I think this is what was not working in my previous attempt at coding a r-squared fitness function.