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There are two ways to create custom criteria for optimization:
#Write custom criteria in JavaScript on the '''Optimization Custom Criteria''' tab of in JavaScript. In the '''Exhaustive Search PropertiesOptimization Settings''' window choose Optimize by: Maximal or on the Minimal '''Algorithm-Specific PropertiesCustom Criteria''' tab of . Then click the '''Genetic Algorith PropertiesEdit''' window (see [[Performing Optimization]])button; or:
#Create a custom signal using the [[SetCustomFitnessValue]] keyword in the PowerLanguage Editor specifying your custom criteria.
<p>
One possible solution would be to create a function which calculates Sharpe Ratio in PowerLanguage (see default SharpeRatio function) and use it as a [[SetCustomFitnessValue]] keyword parameter. Such signal should be applied to your chart with the signals that you want to optimize ''before'' performing optimization.
Make sure that you select the '''Custom Fitness Value''' from the list under the '''Standard CriteriaOptimize by''' section on dropdown list in the '''Optimization Criteria''' tab of the '''Exhaustive Search Properties''' window or on the '''Algorithm-Specific Properties''' tab of the '''Genetic Algorithm PropertiesSettings''' window (see [[Performing Optimization]]).</div>
<div style="background-color: #E3FBE5;">Note: '''!optimize by sharpe ratio!''' default signal can be used as an example showing how to utilize this functionality and how to find the best parameters using custom criteria.</div>
[[Category:FAQ]]
