SetCustomFitnessValue

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Sets a value of the custom criterion that is to be used for optimization.

Usage

SetCustomFitnessValue (Criterion);

Where: (Criterion) - an expression specifying a custom criterion value.

Note

  • This function can be used only in signals
  • To use the custom fitness value:
    1. Open Genetic Algorithm Properties window;
    2. Set the number of simulations by changing the inputs range;
    3. Select the Algorithm-Specified Properties tab
    4. Select the Custom Fitness Value from the list under the Standard Criteria section
  • The SetCustomFitnessValue can be used both in Genetic Optimizations and Exhaustive Optimizations.

Example

Set the gross profit to be a custom criterion for genetic optimization

SetCustomFitnessValue (GrossProfit);

Set the formula to be a custom criterion for genetic optimization

SetCustomFitnessValue (TotalTrades / (GrossLoss + GrossProfit));