WFOOptimizer (Wealth-Lab Framework)

Returns the backtest settings (instance of the BacktestSettings class) that was used for the optimization.

Returns the instance of the StrategyBase derived class that represents the compiled Strategy being optimized.

Returns the Optimizer (instance of an OptimizerBase derived class) that was selected for the optimization.

Returns an instance of the IOptimizerHost instance that lets an Optimizer communicate back information to its host.

Returns the position size (instance of the PositionSize class) that was used for the optimization.

Allows Optimizers to report back their estimated completion percentage. The value parameter should be between 0 and 100.

Returns the instance of the ScoreCard that was selected for the optimization.

A List of BarHistory instances that constitutes the historical data being optimized.

Returns the instance of the DataSet that was selected for the walk-forward optimization.

Returns the in-sample percent that was established for the walk-forward optimization.

The number of intervals selected for the walk-forward optimization.

Contains the Mode of the optimizer's Selector object. The Mode determines exactly how the Selector determines the "best" metric. For example, the default Selector uses a performance metric as its Mode, and returns either the highest metric value, or the lowest, depending on how the metric is defined in its ScoreCard.

Returns the out-of-sample percent that was established for the walk-forward optimization.

Contains the instance of the WFOResultSelectorBase object that will be used to determine which is the "best" optimization run out of the entire set of runs for a particular interval.

Returns a list of WFOResult instances that represent the best results for each Interval of the walk-forward optimization.

Returns the window type established for the walk-forward optimization. The WFOWindowTypes enum has the following possible values:

• Expanding
• Sliding