Multi-objective optimization graph vertical scale

[tgn55]

Got a query re the scaling of values on the Y-axis of the multi-objective results graph... as shown below testing on MA crossover


I've tested this with a few combos of optimisation fitness metrics... and MOST of them display the Y-axis with a strange scale. Like above... in which the drawdown values are in the range lets say zero to maybe $10,000... but this is displayed as a range of -0.1 to -0.18 ???

The only combo I got that seemed to display sensibly was using Net Profit plus Profit Factor... which showed as a value ranging from 2.8 to 6.0 (or thereabouts)... ie values in agreement with the reported profit factor, as you would expect.

So... what the heck is Min Drawdown (which I assume is really MAX drawdown) of -0.12 or whatever? Is it a percentage? If so... maybe consider displaying it as such... but frankly, I'd prefer if the actual drawdown dollar amount was shown, same as Net Profit is shown.

Thanks,
T.

[NinjaTrader_Kate]

Hello tgn55,

Thank you for your inquiry.

It's displaying it as a percent. Here's the code for that particular optimization fitness (this can be found in the NinjaScript Editor):

namespace NinjaTrader.NinjaScript.OptimizationFitnesses
{
public class MinDrawDown : OptimizationFitness
{
protected override void OnCalculatePerformanceValue(StrategyBase strategy)
{
Value = strategy.SystemPerformance.AllTrades.TradesPerformance.Percent.Drawdown;
}

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

You could certainly create your own Optimization fitness and use TradesPerformance.Currency.Drawdown instead of TradesPerformance.Percent.Drawdown and it would display the amount in currency.

Please let us know if we may be of further assistance to you.

[tgn55]

Thanks Kate... I haven't been very active on the forum for months... but once again, you delivered!

Cheers,
T.