can custom criteria be programmed for optimizer?

[waltS]

I am moving from another tool and am "translating" my strategy.
I have some specific code that I would like to use as a target for optimizing.
Is this possible?
Any examples?

Thanks!

[NinjaTrader_Jim]

Hello waltS,

Thanks for your post.

The optimizer will iterate over all user input parameters that have the NinjaScriptProperty attribute added to them. (NinjaScriptProperty is commonly used and also added automatically to user inputs in Strategy Builder strategies. You can also test the SampleMACrossover strategy in the optimizer)

So, you could make a user input parameter that controls your logic, and then you can add the NinjaScriptProperty attribute to that property to make it optimizable.

Optimize a strategy - https://ninjatrader.com/support/help...a_strategy.htm

NinjaScriptProperty attribute - https://ninjatrader.com/support/help...yattribute.htm

[waltS]

Thanks Jim but maybe I did not ask the question properly;
When on the "strategy analyzer", under the setting "optimize" sub menu, there is a "Optimize on" drop-down where the criteria (like "Max. avg. profit") can be selected.
I would like to be able to select a user-coded criteria.
Possible?

Walt

[NinjaTrader_Jim]

Hello Walt,

That is certainly possible, and easy with an Optimization Fitness Metric.

The existing Optimization Fitness Metrics are all open source and can be referenced for simple working examples. The OnCalculatePerformanceValue method has a strategy object that can be accessed. Then Value is assigned with the value to be used in the rating.

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

[waltS]

Thank Jim, Just what I was looking for...!!