Creating a custom optimizer fitness

[samish18]

I am trying to create two different optimzer fitnesses. One to optimize on the number of trades taken, and one to optimze on the ratio of the net profit to max drawdown. How may I access the variables of the total trades and the max drawdown?

[NinjaTrader_Jesse]

Hello samish18,

You can only use 1 fitness at a time during a test, you need to combine your code into a single fitness if you want to do that. To access values you can use the strategy.SystemPerformance collection in the OnCalculatePerformanceValue method. You can view other fitness scripts to see how that is used.

[samish18]

How can I access the SystemPeformance collection? What is the code to access trade taken?

[NinjaTrader_Jesse]

Hello samish18,

Have you taken a look at the other fitness scripts? If you open them they will show how to access that collection.

[samish18]

I see percent drawdown, but not max drawdown

[NinjaTrader_Jesse]

Hello samish18,

There is not a specific existing script for max draw down but you can view the others to get an idea how to code your own fitness. There is a min drawdown script already in the editor.