Custom Optimization Objective?

[trader24211341]

Hi,

I'm having a problem with Strategy Analyzer optimizing my strategy in a way that produces very few trades in exchange for higher profit factor etc.

For my strategy I don't care if the Optimized profit factor / net profit / are very high when the trades per day is very low i.e. .4 or some such. I'd rather the former be lower and trades per day be 1-2.

Is there some way I can accomplish this? I haven't been able to figure out any combination of optimization objectives to do this over any time frame.

thanks

[NinjaTrader_Jesse]

Hello trader24211341,

The optimization fitness which is what controls the results you see only helps with filtering results, that won't change how the strategy trades at all. To have fewer higher profit trades you would have to change how the strategy is placing trades overall by modifying its conditions to trade.

[trader24211341]

thanks for the reply.

I get it won't change how it trades, but i do want it to show my the optimization that results in more trades per day. Just as I can have it show me optimization that results in higher probability, or higher net profit and so on.

so is there no way to add my own optimization target?

thanks

[NinjaTrader_Jesse]

Hello trader24211341,

You can create your own fitness for the optimizer by using the NinjaScript editor however that won't change the strategy to produce more trades per day, it would have to have been doing that already. The fitness will check if the results are within some parameter or not and filter based on that.