How if fitness calculated in QA?
2 replies
Threshold
7 years ago #115331
How is fitness calculated in QA ****
There is an option to add fitness to the lower window of strategies/portfolios.
In SQ this has a custom option for which measurements it averages and how they are weighted.
Can we add this same thing to QA?
Custom fitness is ideal for selecting from portfolio master.
Threshold
7 years ago #138464
Bump
tomas262
7 years ago #138479
Hello threshold,
you can create your own custom fitness by adding a code snippet. See how the Return / DD fitness is defined for example
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