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It is very easy. You define your Optimize Target in
AA, Settings -> Walk Forward: "Optimization Target".
This optimization target is used for non-exhaustive optimizer
in normal (single) and walk-forward modes.
The optimization target can be either built-in metric or
ANY user -defined metric (custom backtester)
http://www.amibroker.com/guide/a_custommetrics.html
http://www.amibroker.com/guide/h_walkforward.html
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "_sdavis" <_sdavis@xxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Wednesday, June 25, 2008 1:03 AM
Subject: [amibroker] Non-exhaustive optimizer fitness function?, WAS: AmiBroker 5.12.0 BETA released
>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.
>
>
>
> ------------------------------------
>
> Please note that this group is for discussion between users only.
>
> To get support from AmiBroker please send an e-mail directly to
> SUPPORT {at} amibroker.com
>
> For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
> http://www.amibroker.com/devlog/
>
> For other support material please check also:
> http://www.amibroker.com/support.html
> Yahoo! Groups Links
>
>
>
------------------------------------
Please note that this group is for discussion between users only.
To get support from AmiBroker please send an e-mail directly to
SUPPORT {at} amibroker.com
For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
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