GA Linear Equity Custom Fitness

Questions about MultiCharts and user contributed studies.
Posts: 2
Joined: 04 Dec 2009

GA Linear Equity Custom Fitness

Postby novatago » 05 Dec 2009

Has anyone figured out how to write a custom fitness function that targets the most linear equity curve?

It would be easy to do a Least Squares Linear Regression if the fitness calculation had access to individual trade profit and loss. Is this possible?

Are there any non-published java script variables available to the fitness function?

Posts: 100
Joined: 17 Jul 2009
Location: Germany

Postby geektrader » 05 Dec 2009

Have a look at it gives pretty linear equity curves.

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