How to add optimization algorithms and install own performance metrics?
Author: onemileheight
Creation Date: 10/11/2015 5:33 AM
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onemileheight

#1
Hi, everyone.!

As we know, in WealthLab we have only 2 optimization algos: Exsaustive and Monte-Carlo. Is there any way to add my own or any other algo?

And is there any way to replace Recovery Factor in optimization column by some other value or to add my own column to optimization results?

Is there any options to choose mean of counting MaxDD?
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Eugene

#2
Everything is possible. You can install other, speedy algorithms like Genetic Optimizer and Particle Swarm Optimizer which are already available to customers (exclusively). You can also develop your own optimizer class per API documentation. Finally, adding own "columns" to the optimization results is easily possible following our fully functional demo source code (again, available to customers exclusively).

But also you should know that support is not provided to users who ask such specific technical questions, having just registered and not even having taken a free trial of our product. Before anything else please purchase a Wealth-Lab Developer license and become a loyal customer:

Purchase Wealth-Lab