Drop Optimized Backtest Run Based on Performance Metric

[sumobull]

Hi, apologize if this has been asked before however my searches failed to produce the answer.

For memory-saving purposes (if this is a valid question), is there a way to drop an iteration from an optimized backtesting run based on a metric from the output; i.e. performance < 100, number of trades < 100, etc. I don't have value in storing low-performing iterations if they will just be dropped at the end.

Thx in advance.

[NinjaTrader_BrandonH]

Hello sumobull,

Thanks for writing in and welcome to the Forums!

There are no options available for "dropping an iteration" from an optimization run in the Strategy Analyzer window.

You can fine-tune the input parameters of a strategy through optimization. Optimization is the process of testing a range of values through iterative backtests to determine the optimal input values over the historical test period based on your optimization fitness.

The 'Keep best # results" setting sets the number of best results to display when the optimization is complete.

We can easily control the number of iterations involved and we can also consider writing our strategies to use IsInstantiatedOnEachOptimizationIteration = false; (Which requires that we reset class level variables in State.DataLoaded.)

See the help guide documentation below for more information on IsInstantiatedOnEachOptimizationIteration and optimization tips to improve performance
.
IsInstantiatedOnEachOptimizationIteration — https://ninjatrader.com/support/help...niteration.htm

Optimization Tips — https://ninjatrader.com/support/helpGuides/nt8/index.html?optimize_a_strategy.htm#UnderstandingFa ctorsThatAffectOptimizationPerformance