Hi everyone,
I would like to have the sharp ratio as custom fitness value, is it possible? if yes, what code shoud I use?
Thanks a lot.
Sharp Ratio as Custom Fitness value
- Kate MultiCharts
- Posts: 597
- Joined: 21 Oct 2020
- Has thanked: 9 times
- Been thanked: 148 times
Re: Sharp Ratio as Custom Fitness value
Hi Mik72,
There's a pre-built !optimize by Sharpe ratio! signal you could try:
There's a pre-built !optimize by Sharpe ratio! signal you could try:
- Add !optimize by Sharpe ratio! together with your other signals to the chart. It should be the last one on the list.
- Go to the Optimization settings: Format -> Optimize Strategy -> select the Optimization Type and click Next.
- Select Custom Fitness Value from the “Optimize by” criteria dropdown box.