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I reviewed the html document for the new optimizer interface. Something
is still unclear. How does the user-written optimizer get access to the
built-in metrics already calculated by the backtester?
For example, if I want my fitness function to be :
fitness = CARMDD * UPI * Sharpe
How does my dll obtain the values of these metrics?
My apologies if this is explained in the sample code. I am traveling
and have not had time to study the code samples.
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