public class MyOptCrit : OptimizationType
{
}
where I need the function to use annualized version of "cummulative profit".
For instance, suppose I am doing an optimization over the period say 3/1/2010 to 3/1/2016, i.e. a period of 6 years, and the cummulative return returned in the summary tab is 205%, then
(i) how can I get the cummulative return ? i.e. is there something similar to "systemPerformance.AllTrades.??.??.CummulativeProf it" ?
(i) how can I make the function get the start and end dates for the data (i.e. 3/1/2010 and 3/1/2016) and convert it into say years (6 years in this case) ? Is there a way something similar to "Strategy.BeginDate" and "Strategy.EndDate" ?
Thanks
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