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Custom Criteria Optimization

2 bytes added, 15:18, 16 May 2012
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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:
#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.

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