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OptimizationCriterion

struct cAlgo.API Since 5.9

DesktopCLICloud

A single optimization criterion: a performance index and the direction to optimize it.

Environment behaviour

CLI — not supported. Available to plugins only, and plugins cannot run in the CLI.

Cloud — not supported. Available to plugins only, and plugins cannot run in the cloud.

Definition

public sealed struct OptimizationCriterion : ValueType

Namespace: cAlgo.API · Group: Optimization

Examples

var netProfit = new OptimizationCriterion(OptimizationCriterionType.NetProfit, OptimizationCriterionDirection.Maximize);
var drawdown = new OptimizationCriterion(OptimizationCriterionType.MaxEquityDrawdownPercentages, OptimizationCriterionDirection.Minimize);
var settings = new OptimizationSettings(new DateTime(2025, 1, 1), new DateTime(2025, 2, 1), 10000, new[] { netProfit, drawdown });
Print("Criteria: {0}", settings.Criteria.Count);

from System import DateTime
netProfit = OptimizationCriterion(OptimizationCriterionType.NetProfit, OptimizationCriterionDirection.Maximize)
drawdown = OptimizationCriterion(OptimizationCriterionType.MaxEquityDrawdownPercentages, OptimizationCriterionDirection.Minimize)
settings = OptimizationSettings(DateTime(2025, 1, 1), DateTime(2025, 2, 1), 10000, [netProfit, drawdown])
api.Print(f"Criteria: {settings.Criteria.Count}")

Constructors

Name Description
OptimizationCriterionDesktopCLICloud A single optimization criterion: a performance index and the direction to optimize it.

Properties

Name Description
DirectionDesktopCLICloudOptimizationCriterionDirection Whether to maximize or minimize the index.
TypeDesktopCLICloudOptimizationCriterionType The performance index to optimize.

See also