How hard would it be to add some flexibility to the optimization fitness function. Maybe multiple conditions and some user input.
For instance search for: (Highest Net Profit) AND (Avg Trade > $xx).
This would be very powerful.
Thanks
More Flexible Optimization Fitness Functions
- Marina Pashkova
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Marina,
that might work in this case, but the ability to create custom fitness functions would give much more advanced possibilities.
This is taken from RT Soft GA description:
# Usage of any complex optimization criteria (written in Easy Language), for example, considered maximal drawdown, equity line shape, etc.;
# It is possible to give any constraints in optimization problem. For example, to reject strategies which have too many trades or few trades or exceeds the given threshold for maximal drawdown;
They have quite a nice solution.
http://www.traderssoft.com/sys/go/
that might work in this case, but the ability to create custom fitness functions would give much more advanced possibilities.
This is taken from RT Soft GA description:
# Usage of any complex optimization criteria (written in Easy Language), for example, considered maximal drawdown, equity line shape, etc.;
# It is possible to give any constraints in optimization problem. For example, to reject strategies which have too many trades or few trades or exceeds the given threshold for maximal drawdown;
They have quite a nice solution.
http://www.traderssoft.com/sys/go/