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>Subject: optimization over a portfolio: suggest abandoning
>
>Tom Feldberg <tom@xxxxxxxxxxxxxxxx> writes:
> > 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.
>
>I doubt you'll like my reply, but when faced with
>exactly this problem in my own trading, I have
>solved it (for myself) this way: DON'T USE
>TRADESTATION. I have found that both "System Writer
>Plus", by Omega Research, and "Trading Recipes",
>by RW Systems, do this job. Whereas TradeStation
>does not.
>
>...
>
>So here's what I do: I perform all my research
>and testing using non-Tradestation software.
>Then when it comes time to hand the system over
>to a RoboBroker to trade it for me, I port the
>code to Tradestation and mail an ELA file
>to the broker.
....
>
> Mark Johnson Silicon Valley, California mark@xxxxxxxxxxxx
Who are the RoboBrokers? Any on-line ? I would like to investigate
giving a system to a broker.
donc
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