Re: [amibroker] Optimization targeting equity curve smoothness?

[NickW <nick.willemse@xxxxxxxxx>]

Lars Kestner developed the K-ratio just for this. Here's a short overview on the k-ratio: http://glossary.investerms.com/K-Ratio.html

On Tue, Oct 13, 2009 at 1:02 PM, droskill <droskill@xxxxxxxxx> wrote:

 

Hey all -

One of the things I would love to optimize around is equity curve smoothness - but I don't see any parameter that really matches with that. Drawdown is an obvious one as a smooth equity curve generally doesn't have huge drawdowns - but I'm wondering if people have other ideas.

Thanks in advance!

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