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Adam Hardy on 20/07/05 19:39, wrote:
Is it possible in any of the more recent Tradestation versions to
produce a chart of a back-tested trading system's equity that fits onto
the tradestation screen?
Using TS4, I am doing back-testing and optimisation of my trading system
manually in the chart window. However the most interesting result of
optimisation for me is the equity curve.
The disadvantage is that I can't see the equity curve as an indicator
all on one window because I have 10 years worth of data, and TS won't
compress it by more than 2 years on the screen. So I have to scroll back.
Sorry, correct that - I mean 4 years.
It doesn't sound like much of a hassle, but I have 22 futures to
optimise the system against, and 3 parameters to optimise, with
approximately 10 parameter settings to try. So that's approximately 220
times that I would have to check out the equity curve.
Thanks
Adam
PS perhaps a seperate thread would be: is that over-optimisation?
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