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In a message dated 00-05-15 13:05:11 EDT, you write:
<< 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
>>
STEP 1 Calculate Myfactor using easylanguage and the appropriate performance
functions.
STEP 2 : Write MyFactor out along with the inputs to an ASCII file using the
fileppend function in CSV format: comma delimited.
STEP3 Read into EXCEL
STEP4 Sort on the MyFactor column
STEP5 Don't forget to look for the flat areas!
Jim
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