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[amibroker] custom metric


  • Date: Thu, 18 Feb 2010 17:02:54 -0000
  • From: "kbbg2010" <nirmalketan@xxxxxxxxxxx>
  • Subject: [amibroker] custom metric

PureBytes Links

Trading Reference Links

Please help create a simple custom metric ,
In optimization with smart algorithm
SPSO and choosing sharpe ratio as optimization target when i do optimization in result sharpe ratio use to be very high but net % profit very small and when i am choosing net % profit in optimization target in result net % profit use to be very high but sharpe ratio
very small so if possible please create a custom metric through 
which it is possible to get midium/moderate sharpe ratio with midium/moderate net % profit in optimization result.

Regards
NK




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