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In TS' Tools>Options dialog there's a setting for Optimization where you
can optimise a system by most of the criteria you see in the System
Performance Summary report.
I've just read Thomas Stridsman's book, Trading Systems That Work, and he
suggests that few of the TS reports are of much use. I was wondering
what's the best option for optimising a system? Total net profit seems to
make the most sense but I've tried Avg trade (win+loss), % profitable, and
profit factor among others. They each produce slightly different results.
Is there a generally accepted "best" setting to use? If not, I'd
appreciate hearing members' views and preferences.
Ian
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