GetFitnessArgs
interface cAlgo.API
DesktopCLICloud
Represents the custom fitness calculation interface.
Definition
public interface GetFitnessArgs
Namespace: cAlgo.API · Group: Optimization
Examples
using cAlgo.API;
namespace cAlgo.Robots
{
// This sample shows how to use the GetFitnessArgs to change the default fitness metric of optimizer
public partial class Test : Robot
{
protected override void OnStart()
{
}
protected override double GetFitness(GetFitnessArgs args)
{
// Here we are using the win rate as fitness
// You can use any other value by combining the values of GetFitnessArgs object properties
return args.TotalTrades == 0 ? 0 : args.WinningTrades / args.TotalTrades;
}
}
}
import clr
clr.AddReference("cAlgo.API")
# Import cAlgo API types
from cAlgo.API import *
# Import trading wrapper functions
from robot_wrapper import *
class GetFitnessArgsSample():
def get_fitness(self, args):
# Here we are using the win rate as fitness
# You can use any other value by combining the values of GetFitnessArgs object properties
if args.TotalTrades == 0:
return 0
return args.WinningTrades / args.TotalTrades
{
"AccessRights": "None",
"TimeZone": "UTC"
}
Properties
| Name | Description |
|---|---|
AverageTradeDesktopCLIClouddouble | Gets the average profit for all trades in account deposit currency. |
CommissionsDesktopCLIClouddouble | Gets the commissions of all trades in account deposit currency. |
EquityDesktopCLIClouddouble | Gets the equity of the account (balance plus unrealized profit and loss). |
HistoryDesktopCLICloudHistory | Gets all the historical trades. |
LosingTradesDesktopCLIClouddouble | Gets total number of losing trades. |
MaxBalanceDrawdownDesktopCLIClouddouble | Gets the maximum amount of balance drawdown in account deposit currency. |
MaxBalanceDrawdownPercentagesDesktopCLIClouddouble | Gets the maximum amount of balance drawdown in percentage (ex: 40%). It can return a positive value between 0-100. |
MaxEquityDrawdownDesktopCLIClouddouble | Gets the maximum amount of equity drawdown in account deposit currency. |
MaxEquityDrawdownPercentagesDesktopCLIClouddouble | Gets the maximum amount of equity drawdown in percentage (ex: 40%). It can return a positive value between 0-100. |
NetProfitDesktopCLIClouddouble | Gets the net profit of all trades in account deposit currency. |
PendingOrdersDesktopCLICloudPendingOrders | Gets all pending orders. |
PositionsDesktopCLICloudPositions | Gets all open positions. |
ProfitFactorDesktopCLIClouddouble | Gets the Profit Factor - the ratio of Total Net Profit divided by the Total Net Loss. |
SwapsDesktopCLIClouddouble | Gets the swaps of all trades in account deposit currency. |
TotalTradesDesktopCLIClouddouble | Gets the total number of trades taken. |
WinningTradesDesktopCLIClouddouble | Gets the total number of winning trades. |
Deprecated members (2)
double SharpeRatio {get;}— Deprecated.double SortinoRatio {get;}— Deprecated.