Custom Criteria Optimization: Difference between revisions
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If the standard set of optimization parameters | If the standard set of optimization parameters does not suit you, you can create your own custom criteria for optimization. | ||
There are two ways to create custom criteria for optimization: | There are two ways to create custom criteria for optimization: | ||
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One possible solution would be to create a function which calculates Sharpe Ratio in Power Language (see default SharpeRatio function) and use it as a [[SetCustomFitnessValue]] keyword parameter. Such signal should be applied to your chart with the signals that you want to optimize ''before'' performing optimization. | One possible solution would be to create a function which calculates Sharpe Ratio in Power Language (see default SharpeRatio function) and use it as a [[SetCustomFitnessValue]] keyword parameter. Such signal should be applied to your chart with the signals that you want to optimize ''before'' performing optimization. | ||
Make sure that you select the '''Custom Fitness Value''' from the list under the '''Standard Criteria''' section on the '''Optimization Criteria''' tab of the '''Exhaustive Search Properties''' window or on the '''Algorithm-Specific Properties''' tab of the '''Genetic | Make sure that you select the '''Custom Fitness Value''' from the list under the '''Standard Criteria''' section on the '''Optimization Criteria''' tab of the '''Exhaustive Search Properties''' window or on the '''Algorithm-Specific Properties''' tab of the '''Genetic Algorithm Properties''' window (see [[Performing Optimization]]). | ||
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