custom optimization criteria for annualizing cummulative profit

[uday12]

Suppose I want to write my custom optimization criteria

public class MyOptCrit : OptimizationType
{

}

where I need the function to use annualized version of "cummulative profit".

For instance, suppose I am doing an optimization over the period say 3/1/2010 to 3/1/2016, i.e. a period of 6 years, and the cummulative return returned in the summary tab is 205%, then

(i) how can I get the cummulative return ? i.e. is there something similar to "systemPerformance.AllTrades.??.??.CummulativeProf it" ?

(i) how can I make the function get the start and end dates for the data (i.e. 3/1/2010 and 3/1/2016) and convert it into say years (6 years in this case) ? Is there a way something similar to "Strategy.BeginDate" and "Strategy.EndDate" ?



Thanks

[NinjaTrader_ZacharyG]

Hello uday12,

Thank you for writing in.

You will be able to utilize systemPerformance.AllTrades.TradesPerformance.Curr ency.CumProfit to obtain the cumulative profit of the collection: https://ninjatrader.com/support/help...?cumprofit.htm

Unfortunately, you will not be able to obtain the times specified within the Strategy Analyzer window. Additionally, the GetPerformanceValue() method will return a double value as its return type is double. You'll be unable to return a DateTime object to the Strategy Analyzer's "Performance" column.