QuantConnect.Optimizer.Objectives Namespace Reference

Classes
class	Constraint
	A backtest optimization constraint. Allows specifying statistical constraints for the optimization, eg. a backtest can't have a DrawDown less than 10% More...
class	Extremum
	Define the way to compare current real-values and the new one (candidates). It's encapsulated in different abstraction to allow configure the direction of optimization, i.e. max or min. More...
class	ExtremumJsonConverter
	Class for converting string values to Maximization or Minimization strategy objects More...
class	Maximization
	Defines standard maximization strategy, i.e. right operand is greater than left More...
class	Minimization
	Defines standard minimization strategy, i.e. right operand is less than left More...
class	Objective
	Base class for optimization Objectives.Target and Constraint More...
class	Target
	The optimization statistical target More...