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.
