OnOptimize()

Definition

This method must be overridden in order to optimize a strategy. This method is called once per optimization run (not once per iteration).

Method Return Value

This method does not return a value.

Syntax

You must override the method in your Optimizer with the following syntax.

protected override void OnOptimize() \{ \}

Examples

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protected override void OnOptimize()
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{
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     // If there is no optimization objective, return
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     if (Strategies[0].OptimizationParameters.Count == 0)
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         return;
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     // Optimizer logic
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}