Accessing Trades in OptimizationFitness

[GrumpyTrader]

2 questions:

a) can I access the underlying trades OnCalculatePerformanceValue in an optimization fitness script? The AllTrades property seems to be empty when I step through it in the debugger. (it wasn't always that way was it?)

b) StdDev in TradesPerformance object is represented on a per unit basis which doesn't help me as I'm looking for the stddev of the trade profit in currency. I was trying to calculate it myself (see a) above) but I can't figure out how to access the underlying trades.

[NinjaTrader_ChelseaB]

Hello,

The OnCalculatePerformanceValue() is called in the script and allows you to set the value. Behind the scenes NT will call this method when performing the individual backtests to generate a performance rating for ranking for each test.
(For example you could get a print for each optimization in the output window)

http://ninjatrader.com/support/helpGuides/nt8/en-us/oncalculateperformancevalue.htm

If you are asking if you are able to access this from VisualStudio, this would be outside of what I am able to support.

Attached is an example that loops through the trades and prints these to the output window.

[GrumpyTrader]

Hi Chelsea,
When I step through each OnCalculatePerformanceValue() call, the strategy.SystemPerformance.AllTrades collection isn't always populated. I believe this is a bug. Can you confirm you are seeing the same thing? I've attached the fitness method which prints to the output screen the details.

[NinjaTrader_ChelseaB]

Hello GrumpyTrader,

I was able to reproduce and I have reported the behavior to our development.

Thanks for reporting the behavior.

Once I have a tracking ID for this report I will post in this thread for future reference.

[NinjaTrader_ChelseaB]

Hi GrumpyTrader,

I have received a tracking ID for this behavior where not all iterations are appearing when the Optimization Fitness is run.

For future reference, this behavior is being tracked with ID #NTEIGHT-11564.