Optimization criteria limits

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MAtricks
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Optimization criteria limits

Postby MAtricks » 03 Mar 2014

Is there any way to create limits on the default metrics available for optimization?

Optimizing on one metric is never very useful because the other metrics can be all over the board.

What I'd like to see is the ability to optimize on Net Profit while being able to input a max drawdown, a minimum average trade, a minimum profit factor... and so on.

Any ideas?

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Henry MultiСharts
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Re: Optimization criteria limits

Postby Henry MultiСharts » 04 Mar 2014

Hello MAtricks,

If the standard set of optimization parameters does not suit you, you can create your own custom criteria for optimization with the help of Custom Criteria for Optimization.
SetCustomFitnessValue extends its functionality.


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