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Herman,
Thanks much for your reply.
What I understand to be possible is for the user to
a) define his own custom metric,
then
b) type the name of that custom metric in the Backtester Settings window
This is per the docs here ( http://www.amibroker.com/guide/h_walkforward.html ):
The "Optimization target" field defines the optimization report COLUMN NAME that will be used for sorting results and finding the BEST one. Any built-in column can be used (as appears in the optimization output), or you can use any custom metric that you define in custom backtester. The default is CAR/MDD, you can however select any other built-in metric from the combo. You can also TYPE-IN any custom metric that you have added via custom backtester interface.
However, this is not what I'm asking.
The key point is that the only place the Fitness Function (FF) can be chosen is in the Backtester Settings window (i.e. not from AFL), at least so I believe (I'd love to be corrected ...).
So, after the user makes his choice in the Backtester Settings window, how can I report on that choice in spreadsheet test output (along with the other parameters which are driving the opt).
That's what appears not to be possible.
Desirable would be:
1. Being able to report on the user's UI choice of FF
even better would be:
2. Being able to make the FF choice via AFL (rather than the UI)
- Progster
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