Optimization missing 'strategy parameters'?

[mattlaguardia]

Hello
I'm looking to optimize an existing (profitable) strategy to improve win rate. Unfortunately when I select "optimization," there is no section for 'strategy parameters' so I can't run anything. I get an error message, "The strategy must have at least one parameter to optimize"

[NinjaTrader_BrandonH]

Hello mattlaguardia,

Thanks for your post.

It is important to first understand the purpose of optimizations before optimizing a strategy. You can fine-tune the input parameters of a strategy through optimization. Optimization is the process of testing a range of values through iterative backtests to determine the optimal input values over the historical test period based on your optimization fitness.

This error indicates that you do not have a ranged property in the script that could be used for optimization. To run an optimization on a strategy, you would need to modify the strategy to add at least one property with a ranged input to your script.

An example of a range input would be the 'Fast' and 'Slow' properties in the SampleMACrossOver strategy that comes default with NinjaTrader. If you open the SampleMACrossOver strategy in a New > NinjaScript Editor window, you could view the Properties section of the script to see an example of a ranged input property.

See this help guide documentation for more information.

RangeAttribute: https://ninjatrader.com/support/help...eattribute.htm
NinjaScriptPropertyAttribute: https://ninjatrader.com/support/helpGuides/nt8/ninjascriptpropertyattribute.htm

Let us know if we may assist further.

[mattlaguardia]

Ah, that makes sense.

I'm not using any sort of off-the-shelf indicators for this strategy. I guess that's why it won't allow me to optimize in NT.