optimize for consecutive losses

[maaz1598]

hi
is there a way to optimize for minimum consecutive losses, I have checked all the options on the optimizer engine, but couldn't find anything for it or anything similar.

i found a method for consecutive losses.

SystemPerformance.AllTrades.TradesPerformance.MaxConsecutiveLoser

how would I go about to create a new optimizer factor (Min consecutive losses)

[NinjaTrader_AlanP]

Hello maaz1598,

What you could do is open the NinjaScript Editor under the Control Center >New>NinjaScript Editor, scroll down to Optimization Fitness foulder, double click on any existing file within the folder. Then right click in the editor>save as, and select a name.

Within the code you would comment out the existing value= line and write a new Value= line, in your case you could swap out,

Value = strategy.SystemPerformance.AllTrades.TradesPerformance.Percent.Drawdown;

With,

Value = strategy.SystemPerformance.AllTrades.TradesPerformance.MaxConsecutiveLoser;

Then right click and compile.

Please let us know if you need further assistance.