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Custom Criteria Optimization

39 bytes removed, 18:33, 7 November 2022
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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 criteriafor optimization:
#Write custom criteria in java on the '''Optimization Custom Criteria''' tab of in JavaScript. In the '''Exhaustive Search PropertiesOptimization Settings''' window choose Optimize by: Maximal or on the Minimal '''Algorithm-Specific PropertiesCustom Criteria''' tab of . Then click the '''Genetic Algorith PropertiesEdit''' window (see [[Performing Optimization]])button; or: #Create a custom signal using the [[SetCustomFitnessValue]] keyword in the PowerLanguage Editor specifying your custom criateriacriteria.<p><div style="background-color: #E5F6FF;">Example: You want to optimize your signal by Sharpe Ratio. This parameter is not among the standard criteria.
One possible solution would be to create a function which calculates Sharpe Ratio in PowerLanguage (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 '''Optimize by''' dropdown list in the '''Optimization Settings''' window (see [[Performing Optimization]]).</div style="background-color: #E5F6FF;">Example: You want to optimize your signal by Sharpe Ratio. This parameter is not among standard criteria.
One possible solution would be to create a function which calculates SharpeRatio in Power Language (see default SharpeRatio function) and use it as a [[SetCustomFitnessValue]] keyword parameter. See the <div style="background-color: #E3FBE5;">Note: '''!optimize by sharp sharpe ratio!''' default signal can be used as an example. Such signal should be applied showing how to utilize this functionality and how to your chart with find the signals that you want to optimize applied before performing optimizationbest parameters using custom criteria. </div>
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 Algorith Properties''' window (see [[Performing Optimization]]).</div> [[Category:FAQOptimization]]