Dear all , I would like to make a custom criteria as a optimization target for walk-forward. The target is maximizing the profit factor of a parameter between 400 to 600 number of trades in in-sample period. How can I do this?? thanks a lot
You will need to define a Custom Back Test (CBT) procedure that calculates your metric. See the documentation here: https://www.amibroker.com/guide/h_walkforward.html and look for “Optimization Target”.