|
PureBytes Links
Trading Reference Links
|
I like to call Parameter stability testing instead of Optimization. IMO that
is actually what you should be doing and NOT looking for the best parameter
combination.
Kind regards,
Volker Knapp
(www.wealth-lab.com)
-----Original Message-----
From: Adam Hardy [mailto:adam.ts@xxxxxxxxxxxxxxxxxx]
Sent: Wednesday, July 20, 2005 8:40 PM
To: omega-list@xxxxxxxxxx
Subject: system equity chart
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.
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?
|