Genetic Optimization - Optimize based on Custom formula

[markkm]

In Genetic Optimization, is it possible to optimize based on a custom formula e.g. Sharpe Ratio x Number of trades x Max avg Profit ?

[NinjaTrader_Jim]

Hello markkm,

Thanks for your message.

Yes, it is possible to create your own Optimization Fitness Metrics and the source code for the current Optimization Fitness Metrics is available as well.

You may create a new Optimization Fitness Metric by right clicking the folder in the NinjaScript Editor's NinjaScript Explorer on the right hand side of the window and selecting New Optimization Fitness.

Optimization Fitness Metric documentation can be referenced here - https://ninjatrader.com/support/help...on_fitness.htm

Please let us know if you have any additional questions.