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Can some of the more experience systems developer answer a few questions?
Of all the criteria on the systems report in TS, what would you consider as
an important criteria in developing a trading system? And what would you
consider as acceptable numbers for the following:
1) Percentage of winning trades?
2) Ratio of Avg. Win/Loss?
3) Profit Factor?
4) Ratio Largest Win/Largest Loss?
I know that some people consider a smooth equity curve as a good criteria
but it's hard to see it in TS. I've been told that a Sharpe ratio is also a
good criteria but that's not in the indicator library. And I couldn't get
the one Mark Brown posted the other day to work. I've also looked at the K
Ratio from Lars Kestner but that's not widely followed and there's few
reports/articles on it. There's the return retracement in the Portfolio
Maximizer but I can't get that to work on intraday trading systems.
Any answers would be helpful.
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