Re: [amibroker] Re: Non-exhaustive optimizer fitness function?, WAS: AmiBroker 5.12.0 BETA released

["Tomasz Janeczko" <groups@xxxxxxxxxxxxx>]

Yes the same as Walk-forward.

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: "dloyer123" <dloyer123@xxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Wednesday, June 25, 2008 2:06 AM
Subject: [amibroker] Re: Non-exhaustive optimizer fitness function?, WAS: AmiBroker 5.12.0 BETA released


> 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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> 

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