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OptimizationCriterionType

enum cAlgo.API Since 5.9

DesktopCLICloud

The performance index used as an optimization criterion.

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 OptimizationCriterionType

Namespace: cAlgo.API · Group: Optimization

Examples

var criterion = new OptimizationCriterion(OptimizationCriterionType.WinningTrades, OptimizationCriterionDirection.Maximize);
Print("Optimization criterion: {0}", criterion.Type);
criterion = OptimizationCriterion(OptimizationCriterionType.WinningTrades, OptimizationCriterionDirection.Maximize)
api.Print(f"Optimization criterion: {criterion.Type}")

Values

Name Value Description
NetProfit 0 Net profit.
ProfitFactor 1 Profit factor.
MaxEquityDrawdownPercentages 2 Maximum equity drawdown, as a percentage.
MaxBalanceDrawdownPercentages 3 Maximum balance drawdown, as a percentage.
MaxEquityDrawdown 4 Maximum equity drawdown, in deposit currency.
MaxBalanceDrawdown 5 Maximum balance drawdown, in deposit currency.
WinningTrades 6 Number of winning trades.
LosingTrades 7 Number of losing trades.
TotalTrades 8 Total number of trades.
AverageTrade 9 Average trade result.

See also