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Bill-
Thanks--excellent idea.
Hmmm. I wonder if I could use Global Variables/Hashnums as the
"container"--rather than a .csv file--and have it do a sort, on the fly, of
the kind MaxList(a,b,c,d,...), where a,b,c,d are all of the "MyFactors"
calculations; then pass the input parameters associated with that highest
MyFactor back to the calling strategy? In this way I could avoid looking at
the spreadsheet to manually select, and key in again those parameters.
I'll have to think this through further. Thanks for the insight.
Ian
Bill Amend wrote:
>
> 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
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