User Defined Metric for Scorecard?
Author: Carova
Creation Date: 2/7/2015 2:05 PM
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Carova

#1
Hi!

Is there any possibility that there could be a "user defined metric" that could be added to the Scorecards? Among other things this would allow the potential for optimizations on assorted metrics that could address some of the pathological cases that can occur with most metrics (NaN, Infinity, very low trades, etc) when used in an optimizer.

Vince
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Eugene

#2
Hi Vince,

Sure. It takes downloading the sample open source code of MS123 Scorecard and developing your performance metric in IDE of choice (like Visual Studio or SharpDevelop).
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Carova

#3
Hi Eugene!

I think that will have to wait for a future date when I become more proficient in C#. :) That is not where I am at present.

Vince