Thread: Backtest Optimazation Rules?

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  1. #1
    leighok1
    Guest

    Default Backtest Optimazation Rules?

    If I have a strategy that has 2 parameters, lets call them A & B both can range from 1 to 100 and I want to optimize, but A must always be greater than B, is there anyway I can stop the optimizer from even trying the tests that don't fit the criteria?
  2. #2
    Leonelloel
    Guest

    Default

    Thank you for your post and welcome to the NinjaTrader Support Forum!

    When setting the value you can make sure it's the max of either the other value or it's own. For example: set { greater = Math.Max(lesser, value); }
  3. #3
    liiTuth
    Guest

    Default

    Thanks, am I right in thinking that doesn't stop the backtest, but forces the parameters to be a valid setup?
  4. #4
    LesleeNah
    Guest

    Default

    hat is correct, it would force the parameters to be correct when starting the strategy.
  5. #5
    LettieTard
    Guest

    Default

    When setting the value you can make sure it's the max of either the other value or it's own. For example: set { greater = Math.Max(lesser, value); }

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