CAGR variable for objective()

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CAGR variable for objective() #484020 08/30/21 02:49 08/30/21 02:49
Joined: Jan 2021 Posts: 19 J jari OP Newbie
jari OP Newbie J Joined: Jan 2021 Posts: 19	What is the best way to obtain CAGR for use within Training mode's objective()? I was looking at the following but didn't find CAGR as a variable: https://www.zorro-trader.com/manual/en/statistics.htm https://www.zorro-trader.com/manual/en/winloss.htm https://www.zorro-trader.com/manual/en/performance.htm zorro\include\variables.h zorro\include\trading.h zorro\include\functions.h Thank youu

Re: CAGR variable for objective() [Re: jari] #484022 08/30/21 08:21 08/30/21 08:21
Joined: Jul 2000 Posts: 28,024 Frankfurt jcl Chief Engineer
jcl Chief Engineer Joined: Jul 2000 Posts: 28,024 Frankfurt	CAGR is a metric for reinvesting strategies. It cannot be used as training objective because you don't reinvest when training.

Re: CAGR variable for objective() [Re: jcl] #484028 08/30/21 14:02 08/30/21 14:02
Joined: Jan 2021 Posts: 19 J jari OP Newbie
jari OP Newbie J Joined: Jan 2021 Posts: 19	Ah yes, thank you for the reminder. Guilty as charged : )

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