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Is there a way to get the optimizer to optimize for the percentage of
winners rather than the profit percentage? The Report feature gives
such a percentage but the Report feature is only available after
backtesting, not after optimization.
I am working on a market timing indicator for identifing/predicting
changes in the market trend and at this stage of my work, I am more
interested in getting a high win percentage for the indicator. My
plan is to use the indicator to identify/predict changes in market
trend, and then to use a different set of selection criteria to pick
the stocks to buy or short.
Right now I eyeball the results by having the optimziation results
sorted by number of winners, but this is inefficient since the total
number of calls varies considerably. Getting the results ranked by
winning% would be much more easier for me.
b
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