Possible to create truly custom criterion in Strategy Tester Optimizer?

 

Hi! I have a concept for a couple of custom criteria to optimize for, e.g.:

  • % of days EA hits profit target of X% growth
  • Avg. daily growth percentage

Is this possible to code into the strategy tester optimizer?

Or can custom criterion only be some new mix of built-in criterion?

Thanks!

 
And why should that not work?
 

Hi @pennyhunter - and thanks for your answer!

pennyhunter #:
And why should that not work?

I have no idea, as I don't understand the inner workings of the strategy tester. So does your comment imply that yes, we can create truly custom optimization criteria? E.g. "fastest time to reach 100 trades"? (just pulling something out of a hat as an example here). Thanks again.
 
ddchbm #:

Hi @pennyhunter - and thanks for your answer!

I have no idea, as I don't understand the inner workings of the strategy tester. So does your comment imply that yes, we can create truly custom optimization criteria? E.g. "fastest time to reach 100 trades"? (just pulling something out of a hat as an example here). Thanks again.
There is an article about custom criteria, use the search function and set where to articles. It is explained there and there is some code for you to tinker with. 

The formula for your own criteria you will have to implement yourself, although I have to say you better like math because how to make an array if values, how to calculate the average percentage per day and so on, all these are theoretic basics freely available everywhere on the internet. Use google.

I am 100% sure that the things you are thinking about are within the range if possible, even for an intermediate beginner.

But putting everything together in a program and getting it to run without bugs, that is real work.

Where do you begin? Have you built a simple EA that you can test with your custom criteria?