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How to force minimum number of trades in AI Generate (Experimental) function?

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    How to force minimum number of trades in AI Generate (Experimental) function?

    Hi,

    I'm running AI Generate (Experimental) function but it keeps returning strategies that take very few trades ie 1-3 for the given backtest period.

    Such number of trades is not enough to validate a strategy. This renders this AI generator completely useless

    Where can I set the minimum number of trades to consider a strategy valid to include in the testing results? Now, even if I set a high number of strategies to keep I still get a list of strategies based on just a few trades.


    #2
    Hello matzero,

    Unfortunately, the AI Generate does not have a setting for minimum number of trades.

    Below is a link to a forum post where this is discussed.
    Hi, How can we get the AI Generate to stop trying to be so perfect? I only get strategies with 99% win rate and 3 tiny trades per year. I want a 40%-60% win rate and at least 100 trades per year or more. Loosen it up! thanks, David


    I will add your vote to feature request # SFT-5763 where this has been requested.
    Chelsea B.NinjaTrader Customer Service

    Comment


      #3
      HI Chelsea,

      Can I throw my vote in for some sort of minimum trade element?. Can I suggest adding a feature to allow the user to select which optimization fitness method the algorithm uses instead of forcing it to just max strength? It would be quite helpful if we could optimize it around profit factor, sharpe ratio, etc.

      Comment


        #4
        Hello Nai81,

        Welcome to the NinjaTrader forums!

        Thank you for your suggestion I will submit this as a feature request.

        Please note, we receive many requests and cannot reasonably implement all requested features or changes. Interest is tracked internally and if enough interest is tracked, it would be weighed against how feasible it would be to make those changes to consider implementing, so we cannot offer an ETA or promise of fulfillment.

        When new features are implemented, they will be listed in the Release Notes page of the Help Guide. The ID number may be different than the internal feature request tracking ID, but the description of the feature will let you know if that feature has been implemented.

        Release Notes - https://ninjatrader.com/support/help...ease_notes.htm
        Chelsea B.NinjaTrader Customer Service

        Comment

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