Consistency custom fitness value

Questions about MultiCharts and user contributed studies.
Mik72
Posts: 20
Joined: 13 May 2022
Has thanked: 5 times

Consistency custom fitness value

Postby Mik72 » 14 May 2023

Hi everyone, I need your help, when I develop a new strategy, I would like to have a custom fitness value in the report that tells me if the profits are constant over time or are concentrated only in a few years of the sample period. Do you know if there is something like this? do you have any advice? Thank you

True Alpha Capital
Posts: 3
Joined: 29 Mar 2023

Re: Consistency custom fitness value

Postby True Alpha Capital » 25 Jul 2023

You may try sharpe ratio, or SQN

Mik72
Posts: 20
Joined: 13 May 2022
Has thanked: 5 times

Re: Consistency custom fitness value

Postby Mik72 » 21 Nov 2023

Thanks.

Mik72
Posts: 20
Joined: 13 May 2022
Has thanked: 5 times

Re: Consistency custom fitness value

Postby Mik72 » 21 Nov 2023

You may try sharpe ratio, or SQN
Is it possible use the Sharp ratio as custom fitness valeu?

thanks


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