|
PureBytes Links
Trading Reference Links
|
BTW, on a public note, 2 or 4 years is not enough. Also when running on many
different markets it is important to consider the money management setting
of the WHOLE strategy. You will be surprised how different results can be
when using different position size rules.
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?
|