<![CDATA[Forex Software — Optimize Options]]> 2010-04-08T02:53:01Z PunBB https://forexsb.com/forum/topic/1234/optimize-options/ <![CDATA[Re: Optimize Options]]> The key is measuring deviation. High Net Profit with low deviation of the curve would be the best optimizing goal I guess.

]]> https://forexsb.com/forum/user/1841/ 2010-04-08T02:53:01Z https://forexsb.com/forum/post/4707/#p4707 <![CDATA[Re: Optimize Options]]> Perhaps instead of strictly win/loss ratio, there may be another way to solve the problem when stated as: favor parameters where the equity balance goes somewhat consistently up, instead of a high ending balance but with high up and down swings.

Maybe an indirect approach could help, these are some of my ideas if they may be possible:
- parameter to set maximum number of allowed consecutive losses
- Fractal Dimension Indicator -- or some way to estimate the straightness vs. curviness of the equity line
- connect the peaks and troughs, then check how wide they are or ensure they have positive slopes

For a lot of my strategies, with enough data, the Equity line looks like a Forex chart. I wonder if it could be solved by applying trend detecting indicators to the Equity line?

thanks

]]> https://forexsb.com/forum/user/1692/ 2010-04-07T21:20:49Z https://forexsb.com/forum/post/4705/#p4705 <![CDATA[Re: Optimize Options]]> Take a look at "Adaptrade Builder" software please, this shows how to implement really great optimizing goals. I am sure this can be achieved in FSB as well.

]]> https://forexsb.com/forum/user/1841/ 2010-04-07T17:43:22Z https://forexsb.com/forum/post/4702/#p4702 <![CDATA[Re: Optimize Options]]> But maybe an option "Minimum Trades" similar to the Generator could be added, to prevent cases like this?

]]> https://forexsb.com/forum/user/1292/ 2010-01-26T23:09:04Z https://forexsb.com/forum/post/4334/#p4334 <![CDATA[Re: Optimize Options]]> My experiment shows that the win / loss factor can lead to a strategy with one deal with profit $0.01. In that case the win/loss factor is + infinity. If your strategy has 1000 profitable trades and one losing, the win/loss ratio will be immeasurable lower than + inf. So the program will never show a strategy with even 1 losing trade and all other strategies will be evaluated equally.

]]> https://forexsb.com/forum/user/2/ 2010-01-26T12:41:13Z https://forexsb.com/forum/post/4321/#p4321 <![CDATA[Re: Optimize Options]]> I support this .

]]> https://forexsb.com/forum/user/1491/ 2010-01-26T12:31:22Z https://forexsb.com/forum/post/4320/#p4320 <![CDATA[Optimize Options]]> Not sure if this has been proposed in the past, but would it be possible to Optimize by Win/Loss, Profit Factor, etc instead of Pip count?  Or at least have the option?

]]> https://forexsb.com/forum/user/1534/ 2009-12-21T16:08:59Z https://forexsb.com/forum/post/4008/#p4008