Announcement
Collapse
Looking for a User App or Add-On built by the NinjaTrader community?
Visit NinjaTrader EcoSystem and our free User App Share!
Have a question for the NinjaScript developer community? Open a new thread in our NinjaScript File Sharing Discussion Forum!
Have a question for the NinjaScript developer community? Open a new thread in our NinjaScript File Sharing Discussion Forum!
See more
See less
Partner 728x90
Collapse
NinjaTrader
Optimizing Strategy
Collapse
X
-
Optimizing Strategy
In order to properly optimize the strategy what are common numbers to look for? (Like Sortino ratio, Percent profitable etc.). Asking this question here to understand if anyone had better results by looking to improve these numbers in back testing and were successful in Realtime trading. If you could provide some minimum numbers (e.g., minimum percent profitable) it would be great.Tags: None
-
Hello sambathraj,
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.
For information about understanding optimization results, see the 'Understanding optimization results' section of this help guide documentation: https://ninjatrader.com/support/help...a_strategy.htm
For information about Trade Performance Statistics definitions, see this help guide page: https://ninjatrader.com/support/help...efinitions.htm
This thread will be open for other community members to share their insights on what they find is the best 'minimum numbers' they look for when optimizing a strategy.Brandon H.NinjaTrader Customer Service
Latest Posts
Collapse
Topics | Statistics | Last Post | ||
---|---|---|---|---|
Started by mishhh, 05-25-2010, 08:54 AM
|
19 responses
6,189 views
0 likes
|
Last Post
by rene69851
Today, 09:29 AM
|
||
Started by gwenael, Today, 09:29 AM
|
0 responses
4 views
0 likes
|
Last Post
by gwenael
Today, 09:29 AM
|
||
Started by Karado58, 11-26-2012, 02:57 PM
|
8 responses
14,830 views
0 likes
|
Last Post Today, 09:09 AM | ||
Started by Option Whisperer, Today, 09:05 AM
|
0 responses
2 views
0 likes
|
Last Post Today, 09:05 AM | ||
Started by cre8able, Yesterday, 01:16 PM
|
3 responses
11 views
0 likes
|
Last Post
by cre8able
Today, 08:28 AM
|
Comment