Average Profitability Per Trade
Average Profitability Per Trade
23 Jan 2025, 04:32
Hi,
I'm interested in trying out the “custom” feature in Optimization Criteria section during back testing. It states you need to write your own “Get Fitness Method” in your cBot.
Does anyone know how to properly write this because I've been racking my brain trying to figure this out for days now.
I want to use a method called “Average Profitability Per Trade” or APPT.
This method measures:
- PW = Probability of Win
- AW = Average Win
- PL = Probability of Loss
- AL = Average Loss
The formula is as follows:
APPT = (PW×AW) − (PL×AL)
Therefore, when creating this Get Fitness Method, it needs to determine the Win Percentage, Loss Percentage, Average Win Amount, Average Loss Amount, and then compute the formula to determine the best parameters to use.
If anyone has experience in creating these Get Fitness Methods it would be GREATLY appreciated if you help me figure this out or if it's even possible to do so.
Thanks in advance!
firemyst
24 Jan 2025, 00:53 ( Updated at: 24 Jan 2025, 01:42 )
https://help.ctrader.com/ctrader-algo/articles/for-developers/custom-fitness-functions/
@firemyst