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Open Feature request MC-1030

Custom Fitness for Portfolio Backtester

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

Definitely a must have in optimizing.

#0
user-offline.png  swz168 (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 (Jura)
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
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
Times and dates
  • Posted at
  • Last updated
Issue details
  • Resolution
    Not determined
  • Severity
    Critical
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