MultiCharts: Trading Software for Automated Trading and Backtesting

Just wanted to share the Fitness Function which I am using with nice results for a while (high net profit with very "clean" and straight equity curve, low draw-downs):


if (StrategyPerformance.MaxStrategyDrawDown != 0) {
if (StrategyPerformance.GrossLoss != 0) {
return 1000000 * StrategyPerformance.NetProfit / (-StrategyPerformance.GrossLoss) / (-StrategyPerformance.MaxStrategyDrawDown);
}
}


Good luck and let me know your results with it!

can you explain and describe how to use this code?


TIA

TJ: when you optimize a strategy, you have to select what criteria to optimize on(net profit, ave trade etc), if you select "Custom" and plug in geeks code, it will optimize on that. I tried it briefly over the weekend and it was pretty good.

ic

thanks !

It works fine. Thanks