at first I want to thank you for your excellent support.
I found some examples in the net how to write own optimizer metrics. Is there an official help guide?
The NT metrics (eg Max.DD) seems to be based on a trade by trade basis and I need one which considers open positions. I wrote code for calculating the metric as part of a strategy.
My question is how to access it within the OptimizationType class?
Lets say the code would be
public class MyTurtle : Strategy
{
private double maxdrawdown=0.0;
...
}
How to access this withhin OptimizationType in order to avoid trouble due to to parallel execution during the optimization.
Best Regards
Thomas Benner
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