Good morning to all,
it could sound a silly question but for a rookie like me it is not
I would like to optimize my strategies for average value % and % profitable.
The most important is average value % for run-ups. It is defined in performance report--->trade analysis--->run-up/drawdown section under "Avg Value(%)" (column run-ups). Description is: displays the average percent profit or loss that occurred across all the trades
Is it possible to create a customized criteria that uses this info?
If yes, could you help me?
on the other hand I am also interested in %profitable.
I would like to know if it is possible to optimize for both parameters (avg % run-ups AND %profitable).
The first parameter is the most important
Thanks in advance
TT
Optimization Custom Criteria
- Svetlana MultiCharts
- Posts: 645
- Joined: 19 Oct 2017
- Has thanked: 3 times
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Re: Optimization Custom Criteria
Hello, TwiceTrader,
You can perform the calculations in your script using “SetCustomFitnessValue” keyword:
https://www.multicharts.com/trading-sof ... tnessValue
Trade Profit (%) in the Strategy Performance Report is calculated according to the formula: Entry Price * Number of Contacts * BigPointValue.
The calculation results for “SetCustomFitnessValue” are shown in the Optimization Report -> Custom Fitness Value.
You can perform the calculations in your script using “SetCustomFitnessValue” keyword:
https://www.multicharts.com/trading-sof ... tnessValue
Trade Profit (%) in the Strategy Performance Report is calculated according to the formula: Entry Price * Number of Contacts * BigPointValue.
The calculation results for “SetCustomFitnessValue” are shown in the Optimization Report -> Custom Fitness Value.
-
- Posts: 8
- Joined: 13 Feb 2018
- Has thanked: 1 time
Re: Optimization Custom Criteria
Morning Svetlana
thanks for your response.
Is it possible to apply your solution for run-ups? I am interested in average run-up for all the trades, both losses and gains, and optimize for that.
My bests,
TT
thanks for your response.
Is it possible to apply your solution for run-ups? I am interested in average run-up for all the trades, both losses and gains, and optimize for that.
My bests,
TT
- Svetlana MultiCharts
- Posts: 645
- Joined: 19 Oct 2017
- Has thanked: 3 times
- Been thanked: 163 times