Optimization fitness programming errors

[guillembm]

Hello. I have doubts on programming optimizer fitnesses.

I want to use the code structure:

protected override void OnCalculatePerformanceValue(StrategyBase strategy)
{
foreach (Trade t in strategy.SystemPerformance.AllTrades)
{
//Code
}
}

but I receive the error: "The type or namespace name 'Trade' could not be found (are you missing a using directive or an assembly reference?)"

This code works in a regular strategy but not in the optimization.

[guillembm]

I understand that this piece of code in an optimization fitness:

protected override void OnStateChange()
{
if (State == State.SetDefaults)
Name = NinjaTrader.Custom.Resource.NinjaScriptOptimizatio nFitnessNameMaxProfitFactor;
}

is used to push the optimization results to the UI. But, what if I want to make my own fitness that doesn't exist in the system?

[NinjaTrader_AlanP]

Hello Guillembm,

If you were to declare the following using directive, under #region Using Declarations, does the error referencing the trade object no longer appear?

using NinjaTrader.Cbi;

If you wanted to make your own fitness, you should see the existing samples under OptimizationFitnesses as reference examples.

Please let us know if you need further assistance.