Strategy Optimizer

[nrevell]

I created a strategy in Strategy Builder but when I try to optimize it in Strategy Analyzer, no Strategy Parameters will show up after I select Optimization.
Is it possible to optimize a strategy that was created in Strategy Builder?
Thanks for your help.

[NinjaTrader_ChelseaB]

Hello nrevell,

You can optimize any strategy that has inputs for bool and int on the Inputs and Variables page of the Strategy Builder.

If the script does not have any inputs to optimize over, the script cannot be optimized.

[nrevell]

Chelsea, would it be possible for you to show me where there is an example, with code or with use of strategy builder, of a strategy that can be optimized for stop loss and profit target amounts?
Thank-you!

[NinjaTrader_Jim]

Hello nrevell,

You would just have to make User Inputs on the Inputs and Variables page of the Strategy Builder, and then you would use those User Inputs for your desired stop and target distance when you set up Stop and Targets on the Stops and Targets page.

Our Strategy Builder 301 course walks through making a strategy in the Strategy Builder and how you can create User Inputs as well as using them in the Stops and Targets page.

Strategy Builder 301 (publicly available resource) — https://www.youtube.com/watch?v=_KQF2Sv27oE

Inputs and Variables - https://ninjatrader.com/support/help...ariablesScreen

Stops and Targets - https://ninjatrader.com/support/help...dTargetsScreen

[Gerik]

Hello Chelsea, hello Jim,

I would like to optimize a few int and bool variables within the region Properties:

#region Properties

[NinjaScriptProperty]
[Range(0, 100)]
[Display(Name="inputMinimumProfitRequired", Description="inputMinimumProfitRequired", Order=2, GroupName="Parameters")]
public int inputMinimumProfitRequired
{ get; set; }

[Range(0, 1000000)]
[Display(Name="AccountSize", Description="AccountSize", Order=3, GroupName="Parameters")]
public double InitialBalance
{ get; set; }


[Display(Name = "Trailing", GroupName = "Parameters", Order = 5)]
public bool ActivateTrailing
{ get; set; }

#endregion

Unfortunately when using the strategy optimizer, I cannot optimize over the boolean nor over the int variables.

I am not using the strategy builder.

Kind regards
Gerik

[NinjaTrader_ChelseaB]

Hello Gerik,

For an input to be optimizable the NinjaScriptProperty attribute must be used.

https://ninjatrader.com/support/helpGuides/nt8/ninjascriptpropertyattribute.htm

Notice this difference between the inputMinimumProfitRequired and other properties in your suggested code.

When adding inputs with the Strategy Builder, the NinjaScriptProperty attribute will automatically be applied. Trying using the Strategy Builder to generate your inputs.