Descendants: StrategyOptimizer , WFOOptimizer
Base class for StrategyOptimizer and WFOOptimizer.
Returns the backtest settings (instance of the BacktestSettings class) that was used for the optimization.
Returns the instance of the StrategyBase derived class that represents the compiled Strategy being optimized.
Returns the Optimizer (instance of an OptimizerBase derived class) that was selected for the optimization.
Returns an instance of the IOptimizerHost instance that lets an Optimizer communicate back information to its host.
Returns the position size (instance of the PositionSize class) that was used for the optimization.
Allows Optimizers to report back their estimated completion percentage. The value parameter should be between 0 and 100.
Returns the instance of the ScoreCard that was selected for the optimization.
A List of BarHistory instances that constitutes the historical data being optimized.