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> Run a few tests to find starting points for each parm, say $1250 for
> entry stop, whatever for trailing, a nominal length (if there is
> one) and so on, divide your test data into suitable overlapping time
> slices, then laboriously test each parm, one at a time, over each
> time slice and chart the results in your favorite spreadsheet.
Testing params one at a time is OK if there is no interaction
between the params. But often there is. If you want to test two
dimensions at a time, you can use my HeatMap.xls tool, found at
http://www.frii.com/~fritz/trading. You add a bit of code to
your system to dump out whatever stats you're interested in, then
read those into the spreadsheet and view a 3D surface chart of
Sharpe, ROA%, whatever, for all Param1/Param2 combinations.
Gary
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