A bit confused about Optimisation Target

I think I'm confused about the "Optimisation Target" dropdown field on the Analysis > WalkForward tab.

Is this only for walk-forward optimisations?

Or does it apply for standard non walk-forward optimisations? - I use CMAE

Thank you :slight_smile:

That field is used by Smart Optimization as well as walk forward tests. See: How to optimize trading system

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Thank you for the clarification. I wasn't sure.

Is there a way to use user defined optimisation targets - like a variable created in the back tester afl?

Yes, just type the display name of your custom metric into the dropdown list / edit control that's on the WF page.

Does that apply to variables created inside and outside of the custom back tester?

Variable1 in regular afl code
Variable2 is created in the cbt from a mixture of the optimisation report stats, eg-%wins and mdd

As far as I know, it has to be a metric (not just a variable) created in the CBT using the AddCustomMetric() function, or at least that's the way I've always done it. And note that I said to use the display name of the metric (the first parameter to AddCustomMetric()), not the name of the variable.

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