Is it now possible to either 'SetCustomFitnessValue' or use Java Script in the 'Set Criteria' dialog box to optimize a portfolio in PortfolioTrader based on the Sharpe Ratio ?
If so, any help would be much appreciated as I cannot locate this on the discussion forum nor the Wiki page.
Thanks
PortfolioTrader ...... Sharpe 'Custom fitness value'
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Henry MultiСharts
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Re: PortfolioTrader ...... Sharpe 'Custom fitness value'
Hello aconnery,
You can use the prebuilt signal !optimize by Sharpe ratio! for that.
Please refer to the following pages for more details:
https://www.multicharts.com/trading-sof ... tnessValue
viewtopic.php?f=1&t=12625
viewtopic.php?f=5&t=8838
You can use the prebuilt signal !optimize by Sharpe ratio! for that.
Please refer to the following pages for more details:
https://www.multicharts.com/trading-sof ... tnessValue
viewtopic.php?f=1&t=12625
viewtopic.php?f=5&t=8838