Self-calculated returns for optimization

[heech]

Hi,

I think it would be helpful if there was a way for me to submit my own "performance" value from my strategy while optimizing in the analyzer.

I mean, the analyzer already optimizes by looking at net return or some other single parameter. But for some of my strategies I have my own internal formula in terms of what I'm looking for and consider a "good" result... (a combination of volatility, returns, draw-down, degree of correlation with another instrument, etc, etc.)

So, at any point within a strategy run, I'd like to make a call along the lines of:
SetBacktestReturn(double return);

The call is only used during backtesting, and in fact only during optimization. And the optimizer will then "rank" the strategy runs based on these return values that I submit.

[NinjaTrader_Jason]

Hi heech,

I will forward your suggestion to our development team and ask them if they can add this to the list of future considerations for the software.

Thank you for your feedback.

[heech]

Holy crap. I suspect NT already supports this feature, even though Jason and I weren't aware of it.

See optimization types:
C:\Documents and Settings\Chon\My Documents\NinjaTrader 6.5\bin\Custom\Type

[ctrlbrk]

Good find, let us know what you come up with, I'd like to add some of my own here as well.