Consistency custom fitness value
Consistency custom fitness value
Hi everyone, I need your help, when I develop a new strategy, I would like to have a custom fitness value in the report that tells me if the profits are constant over time or are concentrated only in a few years of the sample period. Do you know if there is something like this? do you have any advice? Thank you
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- Posts: 3
- Joined: 29 Mar 2023
Re: Consistency custom fitness value
Is it possible use the Sharp ratio as custom fitness valeu?You may try sharpe ratio, or SQN
thanks