OptimizationCriterionDirection
enum cAlgo.API Since 5.9
DesktopCLICloud
The direction in which an optimization criterion is optimized.
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 enum OptimizationCriterionDirection
Namespace: cAlgo.API · Group: Optimization
Examples
var criterion = new OptimizationCriterion(OptimizationCriterionType.MaxBalanceDrawdown, OptimizationCriterionDirection.Minimize);
Print("{0} is optimized with direction {1}", criterion.Type, criterion.Direction);
criterion = OptimizationCriterion(OptimizationCriterionType.MaxBalanceDrawdown, OptimizationCriterionDirection.Minimize)
api.Print(f"{criterion.Type} is optimized with direction {criterion.Direction}")
Values
| Name | Value | Description |
|---|---|---|
Maximize | 0 | Maximize the index. |
Minimize | 1 | Minimize the index. |