Summary
Represents the custom fitness calculation interface.
Syntax
public interface GetFitnessArgs
Members
| Name | Type | Summary |
|---|---|---|
| AverageTrade | Property | Gets the average profit for all trades. |
| Equity | Property | Gets the equity of the account (balance plus unrealized profit and loss). |
| History | Property | Gets all the historical trades. |
| LosingTrades | Property | Gets total number of losing trades. |
| MaxBalanceDrawdown | Property | Gets the maximum amount of balance drawdown in deposit currency. |
| MaxBalanceDrawdownPercentages | Property | Gets the maximum amount of balance drawdown (%). |
| MaxEquityDrawdown | Property | Gets the maximum amount of equity drawdown in deposit currency. |
| MaxEquityDrawdownPercentages | Property | Gets the maximum amount of equity drawdown (%). |
| NetProfit | Property | Gets the net profit of all trades. |
| PendingOrders | Property | Gets all pending orders. |
| Positions | Property | Gets all open positions. |
| ProfitFactor | Property | Gets the Profit Factor - the ratio of Total Net Profit divided by the Total Net Loss. |
| SharpeRatio | Property | Gets the ratio to measure risk-adjusted performance. The higher the value, the better. |
| SortinoRatio | Property | Gets the Sortino ratio is an alternative to the Sharpe ratio, using downward deviation in place of standard deviation. The higher the value, the better. |
| TotalTrades | Property | Gets the total number of trades taken. |
| WinningTrades | Property | Gets the total number of winning trades. |
Example 1
using cAlgo.API;
namespace cAlgo.Robots
{
// This sample shows how to use the GetFitnessArgs to change the default fitness metric of optimizer
[Robot(TimeZone = TimeZones.UTC, AccessRights = AccessRights.None)]
public class GetFitnessArgsSample : Robot
{
protected override void OnStart()
{
}
protected override double GetFitness(GetFitnessArgs args)
{
// Here we are using the win rate as fitness
// You can use any other value by combining the values of GetFitnessArgs object properties
return args.WinningTrades / args.TotalTrades;
}
}
}