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:
_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.
