Optimizable Fibonacci function
I am working on a Fibonacci trading system which I plan to upload soon. Maybe you are interested in an optimizable function that I am going to include (see code below).
Custom Multi-Dimensional Fitness Formula (CMDFF) for Optimizer
Probably you have made similar experiences while optimizing your trading system: the optimizer throws excellent results (e.g. on the fitness function "AnnualReturn") but the system drawdown is