Strategy Parameter as a switch
Author: kazuna
Creation Date: 9/18/2013 1:59 PM
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kazuna

#1

9/18/2013 1:59 PM

The following is a code snippet to implement a parameter as a boolean switch.

CODE:
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This doesn't work with Monte Carlo method.

If I change the stepping to 0.99, I see the parameter being between 0 and 1 but real numbers.

Is there a way to get integral numbers? Say 0 or 1?
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Eugene

#2

9/18/2013 3:01 PM

Frankly, this won't compile because "switch" is a keyword. The Step value is meaningless for the Monte Carlo method, but this should work for Exhaustive/Genetic methods.
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kazuna

#3

9/18/2013 3:47 PM

I was not aware of Genetic Optimizer available as an extension.
I'm going to try it out.

But why it is not included in WLP, by the way?
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Eugene

#4

9/18/2013 4:04 PM

QUOTE:
But why it is not included in WLP, by the way?

It's an extension developed by MS123, not Fidelity.
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