Own Metrics based on Equity Curve

[tbmuc]

Hello Ninja-Heros,

at first I want to thank you for your excellent support.

I found some examples in the net how to write own optimizer metrics. Is there an official help guide?

The NT metrics (eg Max.DD) seems to be based on a trade by trade basis and I need one which considers open positions. I wrote code for calculating the metric as part of a strategy.

My question is how to access it within the OptimizationType class?

Lets say the code would be

public class MyTurtle : Strategy
{
private double maxdrawdown=0.0;

...
}


How to access this withhin OptimizationType in order to avoid trouble due to to parallel execution during the optimization.


Best Regards

Thomas Benner

[NinjaTrader_Joydeep]

Hello Thomas,
OptimizationType has StrategyBase as its property, and you can access it from your custom OptimizationType.


Say I have a custom strategy named MyHolyGrail and have a public property/input like MyInput0 then you can access it as:

public override double GetPerformanceValue(SystemPerformance systemPerformance)
{
	
	if (this.Strategy is MyHolyGrail)
	{
		MyHolyGrail strategy = this.Strategy as MyHolyGrail;
		
		strategy.Print("debug from Optimization type " + strategy.MyInput0.ToString());
	}

        //more codes
}

Unfortunately OptimizationType is not officially supported by us and thus there is no documentation regarding it.