[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Re: optimizing for total trades



PureBytes Links

Trading Reference Links

David,

>What was Omega thinking?  When you choose to optimize for the total number 
>of trades instead of net profit, it spits out the parameters with the 
>*most* trades rather than the *fewest*.  Is there a way to change this?

The only way I know of to optimize on something other than the canned
results TS allows, is to do something like my _SystemQuality function at
http://unicorn.us.com/trading/src/_SystemQuality.html which outputs all
of your system parameters and a result (in this case expectancy and
expectancy score) to an Excel .cvs file.  Then you can load the file
into Excel, and sort it by your result column, to see what parameters
gave you the desired result.

-- 
  ,|___    Alex Matulich -- alex@xxxxxxxxxxxxxx
 // +__>   Director of Research and Development
 //  \ 
 // __)    Unicorn Research Corporation -- http://unicorn.us.com