I’m trying to optimize a strategy for the S&P 500 using the NinjaTrader Strategy Analyzer to determine the MACD indicator parameters resulting in the highest number of trades. However, the Strategy Analyzer does not allow optimization based on the number of trades. A possible workaround would be to set it up so that each trade generates exactly $1 in profit, regardless of the instrument’s actual buy or sell price. This way, I could optimize the strategy for maximum profit, effectively corresponding to the maximum number of trades.
My question is: How can I achieve this using NinjaTrader’s Strategy Builder and Strategy Analyzer, without resorting to coding?
I ran into the same issue trying to get more trades during optimization. What helped me was targeting smaller profit and stop loss values to trigger more trades, while adjusting session times too. Also made sure to check for high-frequency setups that still made sense. For practice and testing different strategies with no risk, I’ve been using infinityforexfunds.com to stress test before going live.
My personal point of view:
The problem with this strategy is, that if you do this test every day, you will every day have other results. The optimal result of that day will no longer be valid the next day. You will be running after the facts all the time. High frequency means small profits, lots of slippage and lots of commissions. MACD is not suitable for high frequency trading. All MA versions are lagging too much.
Maybe it is important to mention that I daytrade already 30 years. So my point of view is based on my personal experience.
PS: a good system does not need (re)optimization. It should work with variable parameters (within a small range) without having any impact on the final result.
I just set profit and stop targets really low temporarily during optimization to make sure the strategy trades often, then tweak from there once I’ve got the entry logic working.
Tweaking entry conditions helped me increase the number of trades. But to really track what made a difference, I started logging strategy runs and results outside NinjaTrader. Using https://tradelytic.com/ made it easier to compare runs across different parameters visually, which helped me spot patterns that boosted trade count while keeping drawdown in check.
I just focused on minimizing the trade duration and set looser entry conditions to get the trade count up during optimization. Also turned off filters that slowed entries. If you’re into automation and want ideas or ready-made tools to tweak or test with, I found some useful stuff on https://www.supertrader.me that helped me speed things up.