How to Optimize a Strategy for Maximum Number of Trades?

General Discussions
1

Hi,

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?

Thank you.

2

The minimum profit you could get on ES is 1 tick, or $12.50. You would set your profit target to 1 tick.
Sent you a Message with suggestions.