BenchmarkBacktester
Backtester BenchmarkBacktesterReturns an instance of the Backtester class that represents the buy and hold benchmark backtest used for the optimization.
Framework Reference
WEALTHLAB FRAMEWORK / CLASS REFERENCE
IOptimizerHost
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The IOptimizerHost interface allows Optimizers, classes derived from OptimizerBase, to communicate with their host Optimization window. It provides access to the Strategy, benchmark results, selected performance metrics, and optimizable Parameters, and allows the Optimizer to report progress and Walk-Forward Optimization (WFO) interval changes.
Members
6MetricNames
List<string> MetricNamesReturns the names of the performance metrics that were selected by the user when the optimization started.
OptimizableParameters
ParameterList OptimizableParametersReportProgress
void ReportProgress(double pctCompleted)Reports the estimated progress of the optimization back to the host. Pass a value from 0 to 100 in pctCompleted.
Strategy
Strategy StrategyReturns the Strategy instance being optimized.
WFOIntervalStarted
void WFOIntervalStarted(int intervalNum)Notifies the host that a new Walk-Forward Optimization (WFO) interval has started. The intervalNum parameter specifies the interval number.
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