Re: How to Optimize for Expectancy in TS

[DH <catapult@xxxxxxxxxxxxxxxxxx>]

Thanks Alex. I haven't really studied the code but, at a glance, I
noticed CurrentDate (the date of your computer clock when you run the
test) was used several times. Did you mean to use Date (the date of the
bar being analyzed)?

You can use the same technique of writing to an ascii file and sorting
in Excel to optimize for whatever you want. My personal favorite is
Sharpe ratio (Bob Fulks' version, not Omega's).

-- 
  Dennis