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Evaluation Shell with custom objective #489516
07/07/26 10:29
07/07/26 10:29
Joined: Jan 2022
Posts: 81
Budapest
N
NorbertSz Offline OP
Junior Member
NorbertSz  Offline OP
Junior Member
N

Joined: Jan 2022
Posts: 81
Budapest
Hello,

I'm excited to start using the Evaluation Shell, but I'd like to clarify one thing first.
I want to optimize my strategy using a custom fitness function.

The manual says:

Quote
_Objective – Training objective (fitness function). 0 = PRR (default), 1 = R²×PRR, 2 = Profit/DD, 3 = Profit/Investment, 4 = Profit/day, 5 = Profit/trade.


If I implement my own objective() function in my strategy, will it override the _Objective setting, or does the Evaluation Shell only support the built-in objective functions?
If custom objectives are not supported, is there any workaround besides modifying the Evaluation Shell source code?

Thank you,
N.

Re: Evaluation Shell with custom objective [Re: NorbertSz] #489517
07/08/26 14:37
07/08/26 14:37
Joined: Jul 2000
Posts: 28,133
Frankfurt
jcl Offline

Chief Engineer
jcl  Offline

Chief Engineer

Joined: Jul 2000
Posts: 28,133
Frankfurt
For a script defined objective function, leave the _Objective variable at 0.


Moderated by  Petra 

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