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[amibroker] Re: Fitness Function in Use as Custom Metric?



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Last I looked, I could not set/get the value using the OLE interface either. That's something that I would like to see. It appears that we can start an optimization via OLE, but we can't tell it what to optimize!

Mike

--- In amibroker@xxxxxxxxxxxxxxx, "progster01" <progster@xxx> wrote:
>
> 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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