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[amibroker] Help with Intelligent Optimizer



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Title: Message
I followed Fred's advice and installed the Intelligent Optimizer, but after playing around with it for the evening, I don't really know what it's doing. I understand the Particle Swarm and Differential Optimization techniques, but I don't understand the results it's coming up with in terms of "Fitness."
 
For example, I backtested a very simple system using the IO and the default Fitness setting of CAR / MDD. The IO produced a system which gave the backtest report available here: http://www.edcottrell.com/iobacktest.htm
 
IO says this has a Fitness of 0.002, which I don't understand, at all. By my calculation, Fitness = CAR / MDD = 3.21 / 7.48 = .429, which is what the AB backtest report shows.
 
So, this is my question: what is the Fitness number IO is reporting here, because it's clearly not just CAR / MDD?
 
Any help is greatly appreciated!
 
-Ed


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