Backtest Optimazation Rules?

[drumuk]

If I have a strategy that has 2 parameters, lets call them A & B both can range from 1 to 100 and I want to optimize, but A must always be greater than B, is there anyway I can stop the optimizer from even trying the tests that don't fit the criteria?

[NinjaTrader_PatrickH]

Hello drumuk,

Thank you for your post and welcome to the NinjaTrader Support Forum!

When setting the value you can make sure it's the max of either the other value or it's own. For example: set { greater = Math.Max(lesser, value); }

Below is an example of how to set these properties:

        #region Variables
		private int greater = 20;
		private int lesser = 10;
        #endregion
		
        protected override void Initialize()
        {
			
        }
		
        protected override void OnBarUpdate()
        {
			
        }
		
        #region Properties
		[Description("")]
		[GridCategory("Parameters")]
		public int Lesser
		{
			get { return lesser; }
			set { lesser = Math.Max(1, value); }
		}
		[Description("")]
		[GridCategory("Parameters")]
		public int Greater
		{
			get { return greater; }
			set { greater = Math.Max(lesser, value); }
		}
        #endregion

[drumuk]

Thanks, am I right in thinking that doesn't stop the backtest, but forces the parameters to be a valid setup?

[NinjaTrader_PatrickH]

Hello drumuk,

That is correct, it would force the parameters to be correct when starting the strategy.