customizing optimization report (adding variable)
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Hello,
in my code i’ve got a variable that reports the exact information i want to use to decide how to tune up my bot. Instead of deciding using the Gain column, i want to add my own column.
That column is not a variable of the optimization box, neither i can calculate it at Excel, it is calculated on the ProRealTime code. Imagine it is “RealGains = STRATEGYPROFIT – fees” (so no sense to add it at the Optimization variables).
I have displayed it using GRAPH for a single case and works like a charm, it probably will help me out a lot.
So, how could i get the output of this variable when doing an optimization (running the common 10.000 combinations)?
Thanks in advance.
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Topic Details
| Forum: | ProOrder: Automated Strategies & Backtesting |
| Language: | English |
| Started: | 03/22/2023 |
| Status: | Active |
| Attachments: | 1 files |