Sort by Select Net Profit in optimization
Sort by Select Net Profit in optimization
Apologies if this has been addressed somewhere else, but is there a way to show "Select Net Profit" in the optimization output? I'm trying to avoid overfitting, which is what often happens in the highest Net Profit rows.
- JoshM
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Re: Sort by Select Net Profit in optimization
'Select Net Profit' is unfortunately not something that's available in the Optimization Report by default.
If you know how to calculate it, you can use the `SetCustomFitnessValue()` function to specify this value inside the strategy itself. That computed value then displays in the 'Custom Fitness Value' column of the Optimization Report.
If you know how to calculate it, you can use the `SetCustomFitnessValue()` function to specify this value inside the strategy itself. That computed value then displays in the 'Custom Fitness Value' column of the Optimization Report.
Re: Sort by Select Net Profit in optimization
I know this thread has been dormant for a while, but I wanted to circle back to it, now that we have the option of automatically optimizing. Is there a formula for calculating this .... is it "simply" excluding anything above/below x standard deviations, or is there more to it?