Just wanted to share the Fitness Function which I am using with nice results for a while (high net profit with very "clean" and straight equity curve, low draw-downs):
if (StrategyPerformance.MaxStrategyDrawDown != 0) {
if (StrategyPerformance.GrossLoss != 0) {
return 1000000 * StrategyPerformance.NetProfit / (-StrategyPerformance.GrossLoss) / (-StrategyPerformance.MaxStrategyDrawDown);
}
}
Good luck and let me know your results with it!
A Good Custom Fitness Function
- TJ
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- TJ
- Posts: 7745
- Joined: 29 Aug 2006
- Location: Global Citizen
- Has thanked: 1033 times
- Been thanked: 2224 times