|
PureBytes Links
Trading Reference Links
|
> For optimizations I run I'd like to optimize not just by one of TS's
> canned fields -- "Avg Trade", "Profit Factor", "%
> Profitable", etc --but
> maybe for a composite of them. For example
>
> MyFactor = (Net Profit * Profit Factor) / DrawDown
I don't have the answer to this question, but I think it would be
interesting to start a thread on other "fitness functions" for
systems.
A few have appeared in Murray Ruggiero's & Dennis Meyers' articles in
Futures & TASC over the past years, but it would be interesting to see
if others have homegrown fucntions that they'd be willing to share
with the list.
Cheers,
Cab Vinton
PS If the optimization table can be exported to Excel, it should be
relatively simple to do what you want, Ian.
|