Question about Multi-Objective Optimization

[Plaket]

Hi,

I have a basic question about how this works with NinjaTrader 8.

I have done a multi-objetive optimization using two objective functions (Net Profit and Profit Factor).

I have optimized the Sample MA crossover strategy. The optimizations steps are 16 with this set up (please see the image attached).

However I can see that in the Pareto chart there are just 9 results. Am I doing something wrong? Shouldn't be showed the results of the 16 combinations?

Thank you in advance.

[NinjaTrader_Jim]

Hello Plaket,

Thanks for opening the thread, and your patience while we looked into this.

I had overlooked this initially, but we do have an answer already available.

The graph on the Summary page will only list the most optimal results that form the Paretor frontier. Sub-optimal results are discarded.

From the help guide page:

We can narrow down our solution further by only showing results that have the best tradeoff between both objectives known as a Pareto optimal result. In the graph to the right the line drawn connects the 5 single results that are Pareto optimal forming the Paretor frontier. Any result that falls behind the Pareto frontier is discarded leaving us with 5 best tradeoff solutions between the two objectives.

I'll provide a link here: https://ninjatrader.com/support/help...jectiveResults

If there is something else you would like us to address, please don't hesitate to write back.