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What do these 3 indexes represent? How are they formed?
neo
-----Original Message-----
From: owner-metastock@xxxxxxxxxxxxx
[mailto:owner-metastock@xxxxxxxxxxxxx]On Behalf Of rudolf stricker
Sent: Friday, November 17, 2000 4:10 AM
To: metastock@xxxxxxxxxxxxx
Subject: goal function in trading system optimization
List,
I wonder, which kinds of goal functions are appropriately used in
trading system optimization ...
At this time, I'm using a combination of profit, no of winning / no of
loosing trades, wins / loss, and shape of probability distribution of
losses, all taken over a (weighted) five years period
Should I add any other important aspect? Or should I leave out any of
the above parameters? And what about the "best" kind of combining
these "multidimensional" optimization targets? - Any hints?
mfg rudolf stricker
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