Performing Optimization: Difference between revisions
From MultiCharts
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== Custom Criteria == | == Custom Criteria == | ||
'''Custom Criteria''' lets the user create his own criteria. Instead of choosing from a pre-defined list like in '''Standard Criteria''', the user can script his own criteria. | |||
For example, suppose the user wants to find the parameters that maximize the Net Profit / Max Drawdown ratio. | |||
This ratio isn't pre-defined under '''Standard Criteria''', so it won't be in the drop-down list. However, this ratio can be created using '''Custom Criteria'''. | |||
It is also possible to add additional criteria such as number of trades and winning percentage. | |||
E.g., it is possible to specify: | |||
the result have more than 300 trades and a winning percentage that's greater than 50%. | |||
<span style="background-color: #E3FBE5;">The scripting language is '''JavaScript'''.</span> | |||
<br>'''Code Example''' | |||
The code below creates the net profit / max drawdown ratio. | |||
<br>if (StrategyPerformance.MaxStrategyDrawDown != 0) | |||
<br>{ | |||
<br>return StrategyPerformance.NetProfit / (- <br>StrategyPerformance.MaxStrategyDrawDown); | |||
<br>} | |||
<br> | |||
Besides NetProfit and MaxStrategyDrawdown, there are many other properties that can be referenced. The table below shows the available properties. | |||
<br>For example, to reference the number of trades, simply use StrategyPerformance.TotalTrades. | |||
To reference winning percentage, simply use StrategyPerformance.PercentProfitable. | |||
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