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Strategy Analyzer Support for automated system backtesting and optimization using the NinjaTrader Strategy Analyzer.

 
 
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Old 05-21-2012, 05:08 PM   #1
anachronist
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Default Accessing TickSize from a custom optimization result

OK, I made a little file called Expectancy.cs in my bin\Custom\Type folder. It works as expected, and I can access that optimization result in the Strategy Analyzer. Well and good.

What I really want to do here is find the average winning trade and average losing trade that excludes "scratch trades" that won or lost just a tick or two. The canned calculations don't do this.

There's no IntelliSense available to me when I edit this file, so I don't know how (or if) it's possible to access the TickSize of my strategy from within that file. I also don't know if it's possible to get a collection of trades so that I can exclude those that win or lose a tiny amount.

Also, would my Expectancy.cs file be executed only once at the end of each optimization iteration, or also on each bar? This matters if I have a time consuming loop in there.

Finally, it would be really great if there was some way to feed a result calculated from within my strategy to the Strategy Analyzer for ranking. I don't see how that's possible though.

-Alex
Last edited by anachronist; 05-21-2012 at 07:03 PM.
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