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The IOptimizerHost interface allows Optimizers, classes derived from OptimizerBase, to communicate with their host Optimization window. It provides access to the Strategy, benchmark results, selected performance metrics, and optimizable Parameters, and allows the Optimizer to report progress and Walk-Forward Optimization (WFO) interval changes.
Returns an instance of the Backtester class that represents the buy and hold benchmark backtest used for the optimization.
Returns the names of the performance metrics that were selected by the user when the optimization started.
Reports the estimated progress of the optimization back to the host. Pass a value from 0 to 100 in pctCompleted.
Notifies the host that a new Walk-Forward Optimization (WFO) interval has started. The intervalNum parameter specifies the interval number.