Custom Criteria Optimization: Difference between revisions
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#Write custom criteria in java on the '''Optimization Criteria''' tab of the '''Exhaustive Search Properties''' window or on the '''Algorithm-Specific Properties''' tab of the '''Genetic Algorith Properties''' window (see [[Performing Optimization]]); or: | #Write custom criteria in java on the '''Optimization Criteria''' tab of the '''Exhaustive Search Properties''' window or on the '''Algorithm-Specific Properties''' tab of the '''Genetic Algorith Properties''' window (see [[Performing Optimization]]); or: | ||
#Create a custom signal using [[SetCustomFitnessValue]] keyword in PowerLanguage Editor specifying your custom | #Create a custom signal using [[SetCustomFitnessValue]] keyword in PowerLanguage Editor specifying your custom criteria. | ||
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<div style="background-color: #E5F6FF;">Example: You want to optimize your signal by Sharpe Ratio. This parameter is not among standard criteria. | <div style="background-color: #E5F6FF;">Example: You want to optimize your signal by Sharpe Ratio. This parameter is not among standard criteria. |