I want to develop my own Fit Function in for my optimization using
namespace NinjaTrader.Strategy { /// <summary> /// </summary> [Gui.Design.DisplayName("max. avg. profit")] public class MyNewFitFunction : OptimizationType { /// <summary> /// Return the performance value of a backtesting result. /// </summary> /// <param name="systemPerformance"></param> /// <returns></returns> public override double GetPerformanceValue(SystemPerformance systemPerformance) { //My Code here } } }
How can it be done?
TX in advance!
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