[amibroker] Re: Optimizer target with genetic optimization

[bistrader]

Mike and others,

Using this example, I would type the following as the "Optimization target".

CAR*(100 - abs(MDD))

Yet, if I want to see these values in the walk forward stats, don't I have to 
add something like the following to the end of the afl?  Or, is there some way 
to tell AmiBroker to also list the "Optimization target" without getting into 
the Custom Backtester?

SetCustomBacktestProc("");

if (Status("action") == actionPortfolio)
{
        bo = GetBacktesterObject();

        bo.backtest();

        st = bo.getperformancestats(0);

        CARTimes100LessMdd = st.getvalue("CAR") * ( 100 - 
abs(st.getvalue("MaxSystemDrawdownPercent")) );

        bo.addcustommetric("CARTimes100LessMdd", CARTimes100LessMdd);
}

Thanks

Bert

--- In amibroker@yahoogroups.com, "Mike" <sfclimb...@...> wrote:
>
> Go to the Automatic Analysis window, click on the Settings... button, change 
> to the Walk Forward tab, change the value for "Optimization target".
> 
> Mike
> 
> --- In amibroker@yahoogroups.com, "DougOriard" <doug@> wrote:
> >
> > When running one of the genetic optimizers, like cmae or trib, is it 
> > possible to change the optimization target from CAR/MDD to just % profit, 
> > or other target value?  
> > 
> > CAR/MDD is too heavily biased on minimizing MDD.  It would be better to 
> > optimize for CAR*(100 - MDD), where MDD is taken as absolute value.
> > 
> > Is there a way to do this?
> >
>