Strategy Analyzer

[ATMtrader0001]

This may be beyond normal usage, but is it Possible to run an Optimization on multiple "Optimize On" selections?
Say I want a Hybrid of (e.g. Max Probability and Max Profit)? That would give me output that has the higher probability
trades, and then Optimize those trades for Max Profit. Maybe assign one set of indicators for one optimization and another
set of indicator(s) for the second optimization?

Kind of a Multi Level optimization. I notice that if I optimize on Higher Probability the profitability suffers. If I focus on
Max Profit, then the frequency of trades suffers.

Given the numerous issues I have with Strategy Analyzer using all available memory, me tracking more indicators may
exacerbate that.

[NinjaTrader_Emily]

Hello ATMtrader0001,

Thank you for your post.

You seem to have described a "Multi-Objective Optimization" which is certainly an option in the Strategy Analyzer:

https://ninjatrader.com/support/helpGuides/nt8/multi-objective_optimization.htm

As for optimization performance, I suggest reviewing the following section for important items to keep in mind that may affect performance:

https://ninjatrader.com/support/helpGuides/nt8/index.html?optimize_a_strategy.htm#UnderstandingFactorsThatAffectOptimizationPerformance

Please let us know if we may be of further assistance.

[ATMtrader0001]

Thanks for this information. I have played with this, but it is not quite what I am looking for.

I am doing this through code.

[NinjaTrader_Emily]

Thanks for this information. I have played with this, but it is not quite what I am looking for.

I am doing this through code.

If the current Optimization Fitness metrics do not meet your needs in a multi-objective optimization, you could consider writing your own Optimization Fitness metric that has a value calculated as a hybrid of two metrics. For more information on custom Optimization Fitness scripts:

https://ninjatrader.com/support/helpGuides/nt8/optimization_fitness.htm

Please feel free to reach out with any additional questions or concerns.