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I've been playing around with the for loop optimization done under
exploration from a prior 2003 post...
Wondering how I would add the following criteria to the optimized
exploration in this fashion:
1. Only display securities which have >10 trades in the time period
analyzed
2. Only display securities which have >50% winning trades
3. Write a column showing maxDD.
Any ideas? Code follows:
************************************
bestequity = 0;
bestrange = 0;
// optimization loop
for( range = 5; range < 100; range ++ )
{
Buy = Cross( Close, MA( Close, range ) );
Sell = Cross( MA( Close, range ), Close );
Le = LastValue( Equity() );
if( Le > bestequity )
{
bestequity = Le;
bestrange = range;
}
}
range = bestrange;
Buy = Cross( Close, MA( Close, range ) );
Sell = Cross( MA( Close, range ), Close );
Filter = (BarIndex() == BarCount - 1) AND Equity()>14000;
AddColumn( bestrange, "Best range" );
AddColumn( Equity(), "Best Equity" );
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