Writing custom values to Optimization Results

[dave416]

TL;DR: Is there any way in NT 8 to write back custom values that are evaluated within the Strategy so they display in the Optimization results?

Background:

I use Optimizer as a market scanner, so my flow is something like this:

1. Optimize a strategy on a list of instruments
2. Determine which instrument presented the best performance
3. Determine which the most recent Buy or Sell signal on each instrument
4. Determine what the current position is of the optimization result.

In the old NT 7 I used to be able to write back #3 and #4 as a parameter, similar to this:

        [Description("direction, entry date, PnL")]
        [GridCategory("Options")]
        public string LastTrade
        {
            get { return lastTrade; }
            set { lastTrade = value; }
        }

and just set lastTrade to whatever I wanted. Then lastTrade would show up as part of the list of parameters in the Optimization results. I would then export to Excel, parse out, then sort/filter as required.

I tried the same in NT 8, but this value is always blank in the optimization results, and the only way it will get populated is if I open the result in a new Strategy Analyzer and run with the optimized fixed parameter values - then this would show up in the Settings window.

Is there any way in NT 8 to write back custom values that are evaluated within the Strategy so they display in the Optimization results?


-Dave

[NinjaTrader_ChrisL]

Hi Dave, thanks for your question.

So we can confirm exactly what the issue is can you provide a test script for us to use and steps to reproduce? Please make sure its reduced down to only recreate the issue and we can let you know if this is something that would be expected or not. See here for instructions on exporting a script for others.

We look forward to hearing from you.