龙听期货论坛's Archiver

龙听 发表于 2022-11-3 14:12

【!optimize by Sharpe ratio!】

[code]
input: Period(0); {0=monthly, 1=daily}

if LastBarOnChart_s then begin
        value1 = SharpeRatio(Period, InterestRate, LastBarOnChart_s, InitialCapital);
        SetCustomFitnessValue(value1);
end;
[/code]

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