I am not sure if you can ignore the asset, since optimization is done basd on the asset returns.
But you can write your own optimize logic, if that is what you mean.

So returns of your strategy are is the optimize target.
You would need to give it an alternate target.

I did try with number of trades, worked fine.

But you can optimize outside the asset loop / algo loop, I think then it is global.

Last edited by danatrader; 06/13/20 01:37.