Optimization Fitnesses: Trading Days

[spottysallrite]

I'm working on a custom optimization fitness script and need the number of trading days that the "Time frame" spans. So, how is the number of trading days best obtained (that I can use in this script) ?

[NinjaTrader_ChelseaB]

Hello spottysallrite,

The strategy.SystemPerformance would have the trades. You could look at the first index entry datetime and compare this with the last index exit datetime.

Print((strategy.SystemPerformance.AllTrades[0].Entry.Time - strategy.SystemPerformance.AllTrades[strategy.SystemPerformance.AllTrades.Count - 1].Exit.Time).Days);

[spottysallrite]

mmm. Doesn't that formula assume that there are trades on the first day as well as the last day?

I tried dividing TradesCount by TradesPerDay, but it looks like the calc for TradesPerDay is off. Could you look into that as well?

Seems like that since the "Summary" in the Strategy Analyzer has the Start date and the End date that this would be easily obtained. No ?

[spottysallrite]

Is there no answer to this?

[NinjaTrader_ChelseaB]

Hello spottysallrite,

This would be undocumented, but try using the strategy.Bars.FromDate, strategy.Bars.ToDate.

https://ninjatrader.com/support/forum/forum/ninjatrader-8/strategy-development/1149880-extract-start-date-and-end-date-for-optimization-fitness?p=1150157#post1150157

[spottysallrite]

Works ! Thanks !!!