Genetic Algorithm Criteria
Forum on trading, automated trading systems and testing trading strategies
New version of MetaTrader 5 platform build 2560: Improvements in the built-in training system
Rashid Umarov , 2020.08.12 13:13
Coloring of points on the graph and values in the Result column is slightly different at the moment: the best are green, the worst are red. You can optimize for the new "Complex Criterion max" criterion and see.
This criterion evaluates not only profit, but also profit factor, drawdown, recovery factor, and so on. Therefore, it is called that - a complex indicator/criterion of the quality of the passage.
But each user can write their own optimization criterion , and it will not necessarily correlate with the data.
Does someone know the criteria behind these three colors?