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

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