Add the ability to filter cAlgo test results based on optimization criteria.
Created at 25 Nov 2015, 21:33
Add the ability to filter cAlgo test results based on optimization criteria.
25 Nov 2015, 21:33
Add a threshold to optimization results so that non matching results are tossed out. IE equity drawdown < 25% etc. This would greatly decrease the noise and might speed up optimization if you can abandon a test that violates the criteria.