Add your own custom metric to be used as the optimization target. Simply calculate your metric as the negative of your intended metric. The result will be that originally large values become smaller (i.e. more negative) and originally small values become larger (i.e. less negative).
Refer to custom metrics for more detail: http://www.amibroker.com/guide/a_custommetrics.html Set custom target on WFA settings (applies to regular optimization too, not just walk forward): http://www.amibroker.com/kb/2008/02/12/getting-started-with-automatic-walk-forward-optimization/ Mike --- In [email protected], "elizabeth19852002" <elizabeth.kenn...@...> wrote: > > Hello all, > > I would appreciate if someone can please tell me how to configure > optimizations like CAME so that it looks for a MINIMUM (as opposed to a > Maximum) of an optimization target (such as user defined objective function). > > Just by adding OptimizerSetEngine("cmae"); in AFL and setting the > Optimization target in the "Walkforward" tab does not tell it to look for a > MINIMUM or MAXIMUM of the optimization target during optimization ??? > > Thanking you > > Liz >
