【!optimize by Sharpe ratio!】
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- 2009-12-3
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- 2024-6-16
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【!optimize by Sharpe ratio!】
- input: Period(0); {0=monthly, 1=daily}
- if LastBarOnChart_s then begin
- value1 = SharpeRatio(Period, InterestRate, LastBarOnChart_s, InitialCapital);
- SetCustomFitnessValue(value1);
- end;
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