Originally Posted By: jcl
You can get the values from the PERFORMANCE struct of which a pointer is passed as sole parameter to the objective function. The struct is defined in trading.h.

I don't unterstand how to do this exactly? This does'nt work:
Code:
var objective(){
 vars opti=PERFORMANCE.vR2;	
  return opti;
}


Quote:
What do you mean with ascending order?

I think PRR ist the better the higher its value are, is that right? It optimizes for high values.
My optimization function is the better the lower its results are and therefore I want to optimize for low values of my target function. (If that is impossible in Zorro I think I also could use the reciprocal value.)