prof.edson.nascimento
25 Nov 2015, 20:56

RE:

How I call this method and what arguments I will put to them?

protected override double GetFitness(GetFitnessArgs args)

cjdduarte said:

I discovered how powerful custom criteria .
The example below was exactly what I was looking for optimization.
Test and tell me what you think ?

 

protected override double GetFitness(GetFitnessArgs args)
        {
            //maximize count of winning trades and minimize count of losing trades
            return (Math.Pow(args.NetProfit, 3) * Math.Pow(args.WinningTrades, 2) * TakeProfit) / (Math.Pow(args.MaxEquityDrawdownPercentages, 2) * Math.Pow(StopLoss, 2) * args.MaxEquityDrawdown);
            //return (args.NetProfit * args.WinningTrades) / (args.MaxEquityDrawdownPercentages * StopLoss);
        }