MultiCharts: Trading Software for Automated Trading and Backtesting

Apologies if this has been addressed somewhere else, but is there a way to show "Select Net Profit" in the optimization output? I'm trying to avoid overfitting, which is what often happens in the highest Net Profit rows.

'Select Net Profit' is unfortunately not something that's available in the Optimization Report by default.

If you know how to calculate it, you can use the `SetCustomFitnessValue()` function to specify this value inside the strategy itself. That computed value then displays in the 'Custom Fitness Value' column of the Optimization Report.

I know this thread has been dormant for a while, but I wanted to circle back to it, now that we have the option of automatically optimizing. Is there a formula for calculating this .... is it "simply" excluding anything above/below x standard deviations, or is there more to it?

Hi,
How would we write that for select net profit?

SetCustomFitnessValue(?????);

Any help appreciated
thanks,
David

is there a way to show "Select Net Profit" in the optimization output

Net Profit is showing in optimization, While running the run and after finish the run as well.
If you want complete strategy report as per your criteria while the optimization run is still going on then that is also possible.

What is your requirment.


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