Creating optimization executable

[guillembm]

Hi,

I'm trying to create my own optimization criteria and I have a doubt. I need to optimize minimizing the number of bars per trade. To do this I replace in a copied file on the "Type" folder this line of code:

public override double GetPerformanceValue(SystemPerformance systemPerformance)
{
return systemPerformance.AllTrades.TradesPerformance.AvgB arsInTrade;
}

but I need to specify that this value has to be minimized. Where do I specify it? I don't see on the remaining code any line to minimize or maximize

[NinjaTrader_Matthew]

Hello,

Unfortunately there is not a supported method for setting the minimum number of trades.

However I have forwarded this item to development to add in a potential future version for a default type to help keep the bars in trade as low as possible. This is tracked using ID #1164

[raffu]

guillemb,

Do you still need this kind of functionality?
Check: http://pvoodoo.blogspot.com/2012/09/...hdrawdown.html
Free example but let's see what can be done for this AvgBarsInTrade.