If I'd want to get the value for Profit Factor in method OnCalculatePerformanceValue() in an optimization fitness, I'd do it by typing:
This value is for current optimization parameters, those assigned by optimizer in current iteration. Say OnCalculatePerformanceValue() is called for parameters Fast = 10, Slow = 50 and I would like to check Profit Factor for a different parameter set, for example Fast = 20, Slow = 50. Is there a way of doing it?
In other words, can I check in method OnCalculatePerformanceValue() statistics for Fast/Slow = {20, 50} from {10, 50} (or any other combination)?
This example is maybe an oversimplification and might appear to be useless, but it is not.
Thank you.
Pedro.
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