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[amibroker] Re: Optimization targeting equity curve smoothness?



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I agree it would be an interesting choice - only issue is that, as far as I can see, the backtester does not allow that kind of targeting.

--- In amibroker@xxxxxxxxxxxxxxx, "woodshedder_blogspot" <woodshedder_blogspot@xxx> wrote:
>
> Droskill,
> 
> What about R squared?
> 
> --- In amibroker@xxxxxxxxxxxxxxx, "droskill" <droskill@> 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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