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Custom Optimizer
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Custom Optimizer
I am working on a custom optimizer but ran into a problem with getting results from each iteration. I can use IterationComplete and register a callback. However, when this function returns the only value I seem to have access to is the performance value. IE net profit, profit factor whatever the strategy was optimized on. I need access to all of these metrics to create a better fitness function. Is there a way to access this after each iteration?Tags: None
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