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Where is detailed information about optimalization fitness function?

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    Where is detailed information about optimalization fitness function?

    Where is detailed information about optimalization fitness function?

    For example
    - Max. net profit
    - Max. sharpe ratio
    - Max. ulcer ratio ... and others.

    Thanks.

    #2
    Originally posted by svopex View Post
    Where is detailed information about optimalization fitness function?

    For example
    - Max. net profit
    - Max. sharpe ratio
    - Max. ulcer ratio ... and others.

    Thanks.
    Are you referring to source code? If yes, then they are located here:

    \NinjaTrader 8\bin\Custom\OptimizationFitnesses
    RayNinjaTrader Customer Service

    Comment


      #3
      Interesting, very thanks.
      Last edited by svopex; 10-26-2015, 06:39 AM.

      Comment

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