Modifying the Optimization

[mcirl2]

Hi,

I want to edit the optimization function at bit so I can provide it a range of values (factors that will multiply the ATR) so that and I cand find which factor multiplied by the ATR provides the best trailing stop loss.

I basically need to add a few fields to it but dont know where to add the code.

Any advice would be much appreciated.

Mike

[NinjaTrader_JoshP]

Mike,

You can only optimize on user parameters you create in the code. To create a user parameter you will have to custom program it into your strategy. Please take a look at the SampleMACrossOver strategy for an example. You can see how it creates the parameters for Fast and Slow. Pay special attention to what is in the Variables region of the code and the Properties region of the code. Make sure you are mindful as to what is capitalized and what is not.

[mcirl2]

Thanks Josh.

Also, is there a way to autmate a lot of this backtesting and print the results to a text file / excel file. Its just we want to apply the strategy to over 1000 stocks and analyze the results.

Thanks

Mike

[NinjaTrader_JoshP]

mcirl2,

You can basket backtest your stocks all at once. As far as writing to an Excel file is beyond the scope of what we support. You can write to files, but that needs to be done with some more advanced C# programming in your strategy itself.

[mcirl2]

Thanks Josh