1) I want an result that has a combination of Profit + high profitability rate + low time in the market.
I put the following formula:
Code: Select all
if (StrategyPerformance.AvgBarsInWinningTrades!= 0) {
return Math.pow(StrategyPerformance.NetProfit,1.5)* StrategyPerformance.PercentProfitable/ StrategyPerformance.AvgBarsInWinningTrades;
}
(See Capture).
2) is there a possibility to add a keyword for % In The Market (I want to optimize for shorter time in the market, and that's why I used AvgBarsInWinningTrades - the lower the better)