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I am in conference with some programmers about doing a program that will be
for the most part a testing platform. So far the criteria would be as
follows, if you have suggestions/request I want to hear them.
1. Will run on Linux
2. Will Optimize all of the following all at the same time
a. Optimize unlimited time frames
b. Optimize unlimited Stocks and or Commodities ect mixed if you wish
c. Optimize unlimited studies with unlimited inputs
d. You will be able to state the criteria that the system stats give you
Example: no average trade/loss under 230.00, no drawdown ever more than
15,000, no flat periods to exceed 9 months, no more than 200 trades a year
and no less than 25 trades a year.
e. Data will be standard open formats
f. Can specify results to give best 2 systems on best 5 commodities, or best
one system on best one commodity, or best 10 systems on best 100 stacks, or
any other combination you want.
g. Equity graphs will be automatically plotted and saved in standard format
of your choosing to a file
3. Now another part of the program would take and optimize the combined
equity curves of your choosing
a. You would be able to specify drawdown, number of trades and other stuff
like that
What do you think? This is being constructed for my own use and the total
cost is just being split among the users that may want a copy.
Mark Brown
ps Right now the program is slated to be only to develop models that are
always in the market either long or short. No real time or charting just to
do big fast research projects.
yes y2000 compliant as linux and this program are already
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