OnOptimize()

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OnOptimize()

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Definition

This method must be overridden in order to optimize a strategy. This method is called once per optimization run (not once per iteration).

 

Method Return Value

This method does not return a value.

 

Syntax
You must override the method in your Optimizer with the following syntax.

 

protected override void OnOptimize()
{

 
}

 

 

 

Examples

ns

protected override void OnOptimize()

{

    // If there is no optimization objective, return

    if (Strategies[0].OptimizationParameters.Count == 0)

        return;

 

    // Optimizer logic

}