Difference between revisions of "SetCustomFitnessValue"
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Dave Masalov (talk | contribs) (→Note) |
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* This function can be used only in signals | * This function can be used only in signals | ||
* To use the custom fitness value: | * To use the custom fitness value: | ||
− | *# Open | + | *# Open Genetic Algorithm Properties window; |
*# Set the number of simulations by changing the inputs range; | *# Set the number of simulations by changing the inputs range; | ||
*# Select the '''Algorithm-Specified Properties''' tab | *# Select the '''Algorithm-Specified Properties''' tab |
Revision as of 15:08, 16 May 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
- The SetCustomFitnessValue can be used both in Genetic Optimizations and Exhaustive Optimizations.
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));