Sharp Ratio as Custom Fitness value

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.

Hi Mik72,

There's a pre-built !optimize by Sharpe ratio! signal you could try:

1. Add !optimize by Sharpe ratio! together with your other signals to the chart. It should be the last one on the list.
2. Go to the Optimization settings: Format -> Optimize Strategy -> select the Optimization Type and click Next.
3. Select Custom Fitness Value from the “Optimize by” criteria dropdown box.

Thanks !!!