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I am looking for help with the following scenario:
Suppose I trade a system with two (or more) optimizable parameters over
ten markets using TS.
I would like to optimize the parameters for the portfolio
rather than for the individual markets.
Also, I would like to be able to chose for which performance measure I
am optimizing, e.g., profit, drawdown, profit factor, etc.
Any ideas?
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Tom Feldberg
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Tom Feldberg
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