SetCustomFitnessValue

Sets a value of the custom criterion that is to be used for optimization.

Usage

SetCustomFitnessValue (Criterion);

Where: (Criterion) - an expression specifying a custom criterion value.

Note

• This function can be used only in signals
• To use the custom fitness value:
  1. Open Genetic Algorithm Properties window;
  2. Set the number of simulations by changing the inputs range;
  3. Select the Algorithm-Specified Properties tab
  4. Select the Custom Fitness Value from the list under the Standard Criteria section
• The SetCustomFitnessValue can be used both in Genetic Optimizations and Exhaustive Optimizations.

Example

Set the gross profit to be a custom criterion for genetic optimization

SetCustomFitnessValue (GrossProfit);

Set the formula to be a custom criterion for genetic optimization

SetCustomFitnessValue (TotalTrades / (GrossLoss + GrossProfit));