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Also, it is not clear what fitness function the user written
optimizer is using. Is it the same as used by the walkforward?
If so, then we can define our own using custom metrics.
--- In amibroker@xxxxxxxxxxxxxxx, "_sdavis" <_sdavis@xxx> wrote:
>
> 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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