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" <[EMAIL PROTECTED]> To: <[email protected]> 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 [email protected], "_sdavis" <[EMAIL PROTECTED]> 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. >> > > > > ------------------------------------ > > Please note that this group is for discussion between users only. > > To get support from AmiBroker please send an e-mail directly to > SUPPORT {at} amibroker.com > > For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG: > http://www.amibroker.com/devlog/ > > For other support material please check also: > http://www.amibroker.com/support.html > Yahoo! Groups Links > > >
