Search found 2 matches

by novatago
05 Dec 2009
Forum: MultiCharts
Topic: GA Linear Equity Custom Fitness
Replies: 1
Views: 1023

GA Linear Equity Custom Fitness

Has anyone figured out how to write a custom fitness function that targets the most linear equity curve? It would be easy to do a Least Squares Linear Regression if the fitness calculation had access to individual trade profit and loss. Is this possible? Are there any non-published java script varia...
by novatago
04 Dec 2009
Forum: MultiCharts
Topic: GA Custom Fitness Functions for Indicator Development
Replies: 3
Views: 1392

GA Custom Fitness Functions for Indicator Development

I'm very pleased with the custom fitness function feature for the GA. This works well for optimizing based on standard measures of strategy performance. It would be VERY nice if custom fitness functions could also access fields/variables from the strategy itself. This would allow the GA to (in a rou...

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