WFO based on more than 1 parameter? (NT8)

[comfysofa]

Hi, I'd like to do a WFO based on more than 1 parameter (instead of just profit factor for example) for NT8. This is because a strategy with a profit factor of 2 with just 10 trades is not as good as one with a profit factor of 1.8 with 1,000 trades. Is there a way I can choose multiple parameters during WFO instead of just picking one?

[NinjaTrader_PatrickH]

Hello comfysofa,

Thank you for your post.

There is no option to set multiple parameters for the selected Optimization Type. You would need to create a custom Optimization Type that would optimize on the multiple values you would like. You can create custom Optimization Types by following the template for any of the Optimization Types under Documents\NinjaTrader 7\bin\Custom\Type on your PC.