The following are the primary new features in NeuroShell Trader 5.0:
1) Added two new optimization objective functions:
Maximize CCM Ratio – This objective function maximizes the CCM Ratio, which is defined as (e ^ (NaturalLog(Cumulative Return) / # Bars )) / Sqrt ( Avg ( Squared Daily Drawdowns ) ).
Maximize CCM Ratio (Position Only) – This objective function maximizes the CCM Ratio, which is defined as (e ^ (NaturalLog(Cumulative Return) / # Bars in Position )) / Sqrt ( Avg ( Squared Daily Drawdowns ) ). It is similar to the CCM, except it is computed only on bars with an active trading position.