Custom Criteria Optimization: Difference between revisions
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Dave Masalov (talk | contribs) (Created page with "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: #W...") |
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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 criateria. | #Create a custom signal using [[SetCustomFitnessValue]] keyword in PowerLanguage Editor specifying your custom criateria. | ||
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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. | ||