Strategy Fitness

[ecruz]

How do I access the fitness value of a strategy? I need something like:
Print(string.Format("{0}:{1},{2},{3},{4}", Instrument.FullName, DateTime.Now, MA1_LEN, MA2_LEN, ***FITNESS VALUE***));

to print the fitness value together with my strategy inputs when I optimize.

And where should I place the print statement? I tried the Dispose() method but noticed that it executes more that once each time the strategy is evaluated.

Thanks

[NinjaTrader_Tim]

Hi ecruz,

Can you clarify "Fitness Value"? Is this something specific to your strategy? Something else?

[ecruz]

Fitness Value

Hi ecruz,

Can you clarify "Fitness Value"? Is this something specific to your strategy? Something else?

The fitness is the value returned by the selected OptimizationType. It could be net. profit, profit factor, or a custom formula.

[NinjaTrader_Austin]

ecruze, unfortunately it is not possible to place a Print() statement within the context of the optimizer. Each strategy is run with the settings provided, and the strategy knows nothing about other strategies run before or after it.

Have you looked at the optimize tab after an optimization? It shows exactly what you're looking for, with the parameters used and the "fitness value" for each individual backtest.