When creating/using one of these OptimizationType classes, how does the optimizer know to optimize based on min as opposed to max values that the GetPerformanceValue function returns?
i.e. how would I code this method so it would get optimization results based on the parameter combinations with the minimum AvgMae
[SIZE=2][COLOR=#0000ff][SIZE=2][COLOR=#0000ff]public[/COLOR][/SIZE][/COLOR][/SIZE][SIZE=2][COLOR=#0000ff][SIZE=2][COLOR=#0000ff]override[/COLOR][/SIZE][/COLOR][/SIZE][SIZE=2][COLOR=#0000ff][SIZE=2][COLOR=#0000ff]double[/COLOR][/SIZE][/COLOR][/SIZE][SIZE=2] GetPerformanceValue([/SIZE][SIZE=2][COLOR=#2b91af][SIZE=2][COLOR=#2b91af]SystemPerformance[/COLOR][/SIZE][/COLOR][/SIZE][SIZE=2] systemPerformance) {[/SIZE] [SIZE=2][COLOR=#0000ff][SIZE=2][COLOR=#0000ff]return[/COLOR][/SIZE][/COLOR][/SIZE][SIZE=2] systemPerformance.AllTrades.TradesPerformance.Percent.AvgMae ;[/SIZE] [SIZE=2]}[/SIZE]
Erik
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