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WEALTHLAB FRAMEWORK / CLASS REFERENCE

StrategyEvolverResultList

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NamespaceWealthLab.Backtest
Parent
List<StrategyEvolverResult>

A List of StrategyEvolverResult instances with helper members for locating the best result and examining performance metrics by generation. The list can contain results from multiple generations, including both Strategies that passed the Evolver Filter and those that were filtered out.

Methods

3

FindBest

public StrategyEvolverResult FindBest(
string metric,
bool highestValue)

Returns the StrategyEvolverResult having the best value for the specified performance metric across the entire list. When highestValue is true, the result with the highest metric value is returned. When false, the result with the lowest metric value is returned. Only results whose PerformanceMetrics Dictionary contains the specified metric are considered. Returns null if no result contains the requested metric.

GetMaxMetric

public double GetMaxMetric(
string metric,
int generation,
bool includeNonFiltered)

Returns the highest value of metric for results in the specified generation. When includeNonFiltered is false, results whose WasFiltered property is true are excluded. When true, both filtered and non-filtered results are considered. Only results whose PerformanceMetrics Dictionary contains metric are considered. If no qualifying result is found, the method returns Double.MinValue.

GetMinMetric

public double GetMinMetric(
string metric,
int generation,
bool includeNonFiltered)

Returns the lowest value of metric for results in the specified generation. When includeNonFiltered is false, results whose WasFiltered property is true are excluded. When true, both filtered and non-filtered results are considered. Only results whose PerformanceMetrics Dictionary contains metric are considered. If no qualifying result is found, the method returns Double.MaxValue.

Properties

1

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