Is there a way to..

[frostengine]

Is there a way to have NT change the market data? For instance randomly alter the OHLC price slightly during backtesting to produce more testable data. For instance if your optimizing against the same data over and over your going to curve fit more than if you can add a little random noise.. shift prices by a few pennies here and there to alter the signals. Is there a way to do this? If not, I think that could be a valuable feature for optimization.

[NinjaTrader_Brett]

Hello,

Thanks for the note.

There is no way to alter the price data it self unfortunately.. However what should do what your looking for is the slippage function. Though it isnt an optimizer type you can set it before running a set of optimization and this will cause more slippage to occur which will add some ticks to your fills like you would get in real market conditions with fills for example.

Let me know if this is not what your looking for. If you want to optimize this then please let me know I will send it in as a user request.

Also have you looked at monte carlo simulations?