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Re: System optimisation



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Ian

Take a trip to www.traderclub.com and read the bulletins.  You may have to
sign up?  It's a freebie.

RJD

Ian Waugh wrote:

> 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