Difference between revisions of "SetCustomFitnessValue"
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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));
