Access stats in optimization from different parameter set

[pintope]

Hello traders,

If I'd want to get the value for Profit Factor in method OnCalculatePerformanceValue() in an optimization fitness, I'd do it by typing:

Value = strategy.SystemPerformance.AllTrades.TradesPerform ance.ProfitFactor;

This value is for current optimization parameters, those assigned by optimizer in current iteration. Say OnCalculatePerformanceValue() is called for parameters Fast = 10, Slow = 50 and I would like to check Profit Factor for a different parameter set, for example Fast = 20, Slow = 50. Is there a way of doing it?

In other words, can I check in method OnCalculatePerformanceValue() statistics for Fast/Slow = {20, 50} from {10, 50} (or any other combination)?

This example is maybe an oversimplification and might appear to be useless, but it is not.

Thank you.

Pedro.

[NinjaTrader_AlanP]

Hello pintope,

Within the Strategy Analyzer, under the Parameters column, have you looked for the desired combination, ex {20, 50}, and seen the performance value beside it?

I look forward to you reply.

[pintope]

Hello Alan,

sure, I know Strategy Analyzer very well but I would like to do it programmatically. I would like my fitness function to be able to check not only stats for current point (parameter set) but also others. I don't know whether it's possible, I have a good understanding of NinjaScript but maybe I miss something.

Thank you.

[NinjaTrader_AlanP]

Hello pintope,

This would not be possible to do programmatically however I will submit a feature request on your behalf.

Please let us know if you need further assistance.

[pintope]

Thanks Alan for your help.