I'm looking to maximize/minimize a particular OptimizationFitness function I created. The confusing part I am having is how to do I explicitaly tell the optimizer to max/min a value. So I was looking at the functions where NT8 minimizes/maximizes a variable to see how you guys did. For example:
NT8 OptimizationFitness function, "MaxAvgProfitShort"
namespace NinjaTrader.NinjaScript.OptimizationFitnesses { public class MaxAvgProfitShort : OptimizationFitness { protected override void OnCalculatePerformanceValue(StrategyBase strategy) { Value = strategy.SystemPerformance.ShortTrades.TradesPerformance.Percent.AverageProfit; } protected override void OnStateChange() { if (State == State.SetDefaults) Name = NinjaTrader.Custom.Resource.NinjaScriptOptimizationFitnessNameMaxAvgProfitShort; } } }
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