Minimize & Maximize in 1 FitnessFunction?, Possible?
6 replies
Karish
6 years ago #202998
Minimize & Maximize in 1 FitnessFunction?, Possible?
there are only MAXIMIZE FitnessFucntions but is there a way to create a FitnessFunction that can Minimize and Maximize at the same time?
like Maximize NumberOfTrades and Minimize Drawdown
please help..!, thank you for your time.
Karish
6 years ago #203013
Thanks @notch,
But this is not that understandable..,
could you please make this snippet with this example:
Maximize Constitutive Losses & Minimize Constitutive Wins
+
Minimize Stagnation & Minimize Drawdown
+
Maximize RetDD
this way i will understand how to add / edit the things i want to it, thank you so much for your help!
Karish
6 years ago #203022
Still very very hard to understand…,
see my snippet where i maximize things,
i want to add to this same snippet some minimize features like minimize drawdown and minimize stagnation for example..
please could you somehow help me with this? is there a way to make the code more understandable like mine just with the addition of the minimization of some functions?, see the txt file attached….
clonex / Ivan Hudec
6 years ago #203054
what about to use maximize but variable put in this way : 1/minimized variable
Karish
6 years ago #203057
Could we somehow construct my snippet into one that will be a Maximize + Minimize ready?,
Maximize already working, we need to somehow manage to add the minimization functions to be easy and simple to edit and add more,
this will help us all im sure
Karish
6 years ago #203087
i load over 5000 strs into QA4,
i set the max strs in a portfolio to 100,
i have a snippet for fitness that i already built and its working great, (attached to my last post..),
what i am trying to achieve is to add to my already working snippet 2 more fitness functions but this time rather to Maximize i want to them to be working on Minimization.
I want to add up those 2 functions:
Minimize DrawDown in % + Minimize DrawDown in $,
+
Minimize Stagnation in % + Minimize Stagnation in Days.
—
thats all, if i have those 2 examples added to the snippet in a very simple lay-out way..,
Thank you for your time.
Karish
6 years ago #203097
:), thank you
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