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Re: EasyLanguage & Optimizing for a Composite "best" user input setting



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Ian,

The solution is to write a function that evaluates and outputs input
parameters and MyFactor to a .cvs file.  Then run your optimization and,
voila, you have the results in a file that you can sort to find max. values
of MyFactor.

Bill Amend

Ian MacAuslan wrote:

> 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
>
> Can this be accomplished?  I'm not knowledgeable enough about how
> TradeStation's *optimization engine* interfaces with EasyLanguage to
> know if a value can be passed??  "HashNums" or similar global variables
> utility would probably be helpful, if so; at this point, I'm wonderting
> if anyone else has already gone down this road?
>
> Any comments appreciated!
> ian