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Posts: 8

Topic: Custom fitness function

Hello,

Is there a way to provide a custom fitness function in FSB Pro (similar to the MT OnTester function)?

Cheers,
Luke

Re: Custom fitness function

Hello Luke,

You can customize the backtest stats output shown at the right side of the screen.
You do it by modifying the AccountStatistics.cs file in the FSB Pro's  "User Files/Code" folder.

Please check the file and if you have specific questions of how it works, we will be glad to answer.

Re: Custom fitness function

Thanks Miroslav.

I can now see my Custom Fitness statistic in the Account Statistics Panel. 
https://s10.postimg.org/c0aw1u7z9/Account_Statistics.png

How do I add this as a "Search Best" option to the Generator?
https://s10.postimg.org/j3irhh89x/Generator_Options.png

How do I add a Min/Max Custom Fitness options to the Acceptance Criteria?

Cheers,
Luke

Re: Custom fitness function

Another idea..

If I replace the body of, say,  the CalculateSystemQualityNumber method in the AccountStatistics.cs file, will this impact the generator and optimizer, or is it only used to display the value in the Account Stats Tab?

Cheers,
Luke

Re: Custom fitness function

Luke, no, the modification only affects what you see on the right hand side window.

Re: Custom fitness function

Thanks for that clarification.

Slightly off topic, but does the system use a GA to find the optimal strategies based on the "Search Best" setting?

If so, it would be great to be able to search the solution space with a custom fitness function.

Re: Custom fitness function

To my knowledge it is much simpler, more like a random generation of strats, which will then be sorted by the "Search Best" setting.

8 (edited by UseTheForce 2018-01-30 15:15:21)

Re: Custom fitness function

Well, perhaps GA search is on the TODO list somewhere wink

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