How can I conditionally cancel one of the backtests performed during optimization?
For example, I have 2 parameters I want to optimize on: PT (profit target) and SL (stop loss). And let's say I want to run an optimization with PT from 10-100 and SL from 10-100 and optimize for max profit. However, I don't want any backtests run where SL > PT because I don't like strategies that have a risk-to-reward ratio > 1. Also, this will speed up my optimizations as it doesn't bother backtesting scenarios in that condition. How would I accomplish this in code?
For example, I have 2 parameters I want to optimize on: PT (profit target) and SL (stop loss). And let's say I want to run an optimization with PT from 10-100 and SL from 10-100 and optimize for max profit. However, I don't want any backtests run where SL > PT because I don't like strategies that have a risk-to-reward ratio > 1. Also, this will speed up my optimizations as it doesn't bother backtesting scenarios in that condition. How would I accomplish this in code?
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