Difference between revisions of "SetCustomFitnessValue"

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Sets a value of the custom criterion that is to be used for optimization.
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Sets a value of the custom criterion that is to be used for [[:Category:Optimization|optimization]].
 
   
 
   
 
== Usage ==
 
== Usage ==
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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 genetic algorithm properties window;
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*# Open '''Optimization Settings''' window;
*# Set the number of simulations by changing the inputs range;
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*# Select '''Custom Fitness Value''' from the dropdown list in '''Optimize by:''' section.
*# Select the '''Algorithm-Specified Properties''' tab
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*# Select the '''Custom Fitness Value''' from the list under the '''Standard Criteria''' section
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* The SetCustomFitnessValue can be used both in Genetic Optimizations and Exhaustive Optimizations.
  
 
== Example ==
 
== Example ==

Latest revision as of 11:38, 3 October 2018

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:
    1. Open Optimization Settings window;
    2. Select Custom Fitness Value from the dropdown list in Optimize by: 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));