{"id":1089,"date":"2015-01-30T15:38:27","date_gmt":"2015-01-30T20:38:27","guid":{"rendered":"http:\/\/www.amibroker.com\/kb\/?p=1089"},"modified":"2015-02-11T18:43:53","modified_gmt":"2015-02-11T23:43:53","slug":"how-to-use-custom-backtest-metric-as-an-optimization-target","status":"publish","type":"post","link":"https:\/\/www.amibroker.com\/wordpress\/kb\/2015\/01\/30\/how-to-use-custom-backtest-metric-as-an-optimization-target\/","title":{"rendered":"How to use custom backtest metric as an optimization target"},"content":{"rendered":"

In Optimization and Walk Forward testing AmiBroker allows us to choose the optimization target that determines optimum values of optimized parameters. This can be done in Analysis->Settings->Walk Forward<\/strong> tab and the drop down list contains a list of built-in statistics to choose from:<\/p>

$\"Walk$ <\/p>

However, we are not limited to built-in metrics only. Custom Backtester Interface allows us to add any custom statistics to the backtest\/optimization reports and we can use these metrics for optimization too.<\/p>

To do that, we first need to add a custom metric (this article explains how to do it: http:\/\/www.amibroker.com\/guide\/a_custommetrics.html<\/a>). Then – we need to type-in<\/strong> our metric name into the Optimization Target box:<\/p>

$\"Walk$ <\/p>

The name we enter must be an exact match of the metric name<\/strong> we have defined in AddCustomMetric() method. If entered name can not be found in the Optimization result table, then Net Profit will be used instead.<\/p>","protected":false},"excerpt":{"rendered":"