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SetCustomFitnessValue: Difference between revisions

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Sets a value of the custom criterion that is to be used for optimization.
== Usage ==
<syntaxhighlight>SetCustomFitnessValue (Criterion);</syntaxhighlight>'''


Where: ''<code>(Criterion)</code>'' - an expression specifying a custom criterion value.


== Note ==
* This function can be used only in signals
* To use the custom fitness value:
*# Open genetic algorithm properties window;
*# Set the number of simulations by changing the inputs range;
*# Select the '''Algorithm-Specified Properties''' tab
*# Select the '''Custom Fitness Value''' from the list under the '''Standard Criteria''' section
== Example ==
Set the gross profit to be a custom criterion for genetic optimization
<syntaxhighlight>SetCustomFitnessValue (grossprofit);</syntaxhighlight>
Set the formula to be a custom criterion for genetic optimization
<syntaxhighlight>SetCustomFitnessValue (totaltrades / (grossloss + grossprofit));</syntaxhighlight>


[[Category:Strategy Performance]]
[[Category:Strategy Performance]]

Revision as of 11:50, 24 February 2012

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

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));