Optimization parameters query

[sburtt]

when optimizing i noticed there are different parameters you can select for the optimization, such as max profit factor, max sharp ratio, etc..

does anybody know if it is possible to select the optimize parameters based on the robustness of the parameter (or a pair of parameters) - meaning that a small changes in parameters produced little change in performance?

[NinjaTrader_JC]

Hello sburtt,

It would be possible but it would require developing a custom Optimizer type. You may view our Reference on Optimization types by viewing the following files under (My) Documents -> NinjaTrader 7 -> bin -> Custom -> Type and view the "@DefaultOptimizationMethod.cs" file. Please note this would require advanced C# knowledge to construct.

I will also forward this to our development team for future consideration of NinjaTrader.

Let us know if we can be of further assistance.