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ReferencesOptimization Fitness

OnCalculatePerformanceValue()

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Definition

This method calculates the value for the Optimization Fitness.

Syntax

protected override void OnCalculatePerformanceValue(StrategyBase strategy)

Examples

protected override void OnCalculatePerformanceValue(StrategyBase strategy)
{
     Value = strategy.SystemPerformance.AllTrades.TradesPerformance.Percent.Drawdown;
}