NinjaTrader 8 Backtesting Strategies Tutorial
Hello,
I wanted to ask for your help in making custom Optimization Fitness strategy. I want to extract 80% of middle trades, that are first sorted by profit/loss and then calculate average per trade.
To my mind, the process goes like this:
1) Take all trades
2) Sort by Profit/loss
3) Count trades in the list
4) Calculate 80% of total count
5) Extract middle 80% of trades from the list
6) Calculate average of those trades
But as coding is not my bread and butter, can you help here with a code?