Has anyone figured out how to write a custom fitness function that targets the most linear equity curve?
It would be easy to do a Least Squares Linear Regression if the fitness calculation had access to individual trade profit and loss. Is this possible?
Are there any non-published java script variables available to the fitness function?
GA Linear Equity Custom Fitness
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- Posts: 100
- Joined: 17 Jul 2009
- Location: Germany
Have a look at http://forum.tssupport.com/viewtopic.php?t=6828 it gives pretty linear equity curves.