CAGR variable for objective()

Posted By: jari

CAGR variable for objective() - 08/30/21 02:49

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
Posted By: jcl

Re: CAGR variable for objective() - 08/30/21 08:21

CAGR is a metric for reinvesting strategies. It cannot be used as training objective because you don't reinvest when training.
Posted By: jari

Re: CAGR variable for objective() - 08/30/21 14:02

Ah yes, thank you for the reminder. Guilty as charged : )
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