+1 888 340 6572
MultiCharts Project Management
previous_open_issue.png
Go to the previous open issue
previous_issue.png
Go to the previous issue (open or closed)
star_stroke.svg
Please log in to bookmark issues
feature_request_small.png
Open Feature request MC-1030

Custom Fitness for Portfolio Backtester
minus.svg
Please log in to vote
8
Votes
 pluse.svg
Please log in to vote
next_issue.png
Go to the next issue (open or closed)
next_open_issue.png
Go to the next open issue
Description

Hi all,
I noticed that MC has now an important improvement: the ability to define a custom fitness in optimizations. I though sadly verified that this huge improvement is not allowed in portfolio optimization. I consider these optimizations far more important, significant and robust compared to individual optimization. I hope it's the same for you too.
We have made this proposal to the vote and we hope that MC soon has this unique and strategic opportunities.
Greetings

Steps to reproduce this issue

Hi all,
I noticed that MC has now an important improvement: the ability to define a custom fitness in optimizations. I though sadly verified that this huge improvement is not allowed in portfolio optimization. I consider these optimizations far more important, significant and robust compared to individual optimization. I hope it's the same for you too.
We have made this proposal to the vote and we hope that MC soon has this unique and strategic opportunities.
Greetings

Comments (3)
settings.svg
#0
user-offline.png bluejack
Aug 02, 2012 - 09:18

Definitely a must have in optimizing.

#0
user-offline.png swz168
Jun 06, 2013 - 13:57

profit faktor is missing too. please make all standard criteria in MC available in portfolio backtester too

#0
user-offline.png JoshM
Jun 08, 2013 - 03:05

This is an quite important feature that is currently missing from the Portfolio Backtester. Since MC 9.0 will add more features for the Portfolio Backtester it would be helpful if this feature could also be added to it.

History
arrow_left.svg arrow_right.svg
Issue basics
  • Type of issue
    Feature request
  • Category
    Performance
  • Targeted for
    MultiCharts 9.0 (RELEASED)
  • Status
    Released
User pain
  • Type of bug
    Not triaged
  • Likelihood
    Not triaged
  • Effect
    Not triaged
Affected by this issue (3)
People involved
  • Posted by
    user-offline.png fscafi
  • Owned by
    Not owned by anyone
  • Assigned to
    Not assigned to anyone
  • Subscribers
    2 subscriber(s)
    Click here to show the list of subscribers
Times and dates
  • Posted at
  • Last updated
Issue details
  • Resolution
    Not determined
  • Severity
    Critical
Commits (0)
There are no code checkins for this issue
×

Sign up and get MultiCharts free

Use its powerful simulation mode with data included out of the box. Just fill out the form and start honing your trading skills with a few clicks.