How do I modify the code below so that I can specify the custom fitness function from June 1, 2008 to April 23, 2009? Let's say that I want minimum profit of $1,000 from June 1, 2008 to April 23, 2009 during my optimization from 2000 to 2016.
Code: Select all
if (StrategyPerformance.MaxStrategyDrawDown != 0)
{ return StrategyPerformance.NetProfit ;}