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Lawrence,
I'd like:
a) multiple DrawDown definition support.
b) An intelligent algorithm for performing the backtest
process vs the dumb try each and every combination.
c) A measure of how isolated your "best performer" is. Is
the best result isolated? Or is it in the ballpark with all
the other combinations tested. Are you about to pick an
isolated, way out on left field result?
d) Sharpe calculation and search for best Sharpe Ratio.
e) 3D view of performance results
f) automatic test period selection for forward testing or
out of sample testing.
g) realtime/ongoing statistically reporting back to strategy
as it progresses forward.
h) find best performer based on multiple search conditions,
example, Highest Sharpe and lowest DD.
Regards,
Ernie
ebonugli@xxxxxxxx
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