How to terminate one iteration of optimization early

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fbertram
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How to terminate one iteration of optimization early

Postby fbertram » 15 Dec 2016

Dear MultiCharts fans,

In order to speed up optimization, I would like to end individual iterations early, when certain criteria are met. An example condition would be exceeding a certain draw-down.

I am aware of ExecControl.Abort(), but that unfortunately aborts the whole optimization, not just a single iteration. Any other suggestions?


Thank you,
best regards, Felix

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Henry MultiСharts
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Re: How to terminate one iteration of optimization early

Postby Henry MultiСharts » 16 Dec 2016

Hello Felix,

You can call Return instead of doing some calculations when certain criteria are met.


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