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May be this was covered here before, but why
TradeStation does not allow to optimize the strategy
with the aim to maximize not just the one performance
parameter, but say two, or any function of listed or
user defined performance measures???
Are there any plans to implement this?
Why not include the Genetic Optimizer to be part of
the TradeStation optimization procedure.
I am not related to the authors, just think that would
be a good idea which clients would appreciate.
And not necessarily Genetic Optimizer. There are
plenty of algorithms superior to simple scan over all
inputs. Such are SIMPLEX, steepest gradient decsent
and even Monte Carlo, when one throws multidimensional
parameters randomly within a chosen volume of the
system parameter space.
Doesn't the TradeStation have programmers to implement
these useful algorithms?
SVE
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