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:
- 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
SetCustomFitnessValue (grossprofit);
Set the formula to be a custom criterion for genetic optimization
SetCustomFitnessValue (totaltrades / (grossloss + grossprofit));