Hi Eugene,
I'm trying to get the equity and cash curves inside of the optimizer code, but I don't know how to do this (where these curves are and if there is a way to get them).
Thanks
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Your custom optimizer is provided with instances of SystemPerformance and OptimizationResult classes.
SystemPerformance contains standard performance results of the previous optimization run in its SystemResults property (also see: .ResultsBuyHold, .ResultsLong and .ResultsShort for B&H, long only / short only results, respectively). Consequently, equity curve is available through the
.SystemResults.EquityCurve property of that instance and cash curve is .CashCurve.
For more details refer to:
Wealth-Lab Version 6 (.NET) Development Guide
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