<![CDATA[Forex Software — Optimize Options]]> https://forexsb.com/forum/topic/1234/optimize-options/ Thu, 08 Apr 2010 02:53:01 +0000 PunBB <![CDATA[Re: Optimize Options]]> https://forexsb.com/forum/post/4707/#p4707 The key is measuring deviation. High Net Profit with low deviation of the curve would be the best optimizing goal I guess.

]]> Thu, 08 Apr 2010 02:53:01 +0000 https://forexsb.com/forum/post/4707/#p4707 <![CDATA[Re: Optimize Options]]> https://forexsb.com/forum/post/4705/#p4705 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

]]> Wed, 07 Apr 2010 21:20:49 +0000 https://forexsb.com/forum/post/4705/#p4705 <![CDATA[Re: Optimize Options]]> https://forexsb.com/forum/post/4702/#p4702 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.

]]> Wed, 07 Apr 2010 17:43:22 +0000 https://forexsb.com/forum/post/4702/#p4702 <![CDATA[Re: Optimize Options]]> https://forexsb.com/forum/post/4334/#p4334 But maybe an option "Minimum Trades" similar to the Generator could be added, to prevent cases like this?

]]> Tue, 26 Jan 2010 23:09:04 +0000 https://forexsb.com/forum/post/4334/#p4334 <![CDATA[Re: Optimize Options]]> https://forexsb.com/forum/post/4321/#p4321 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.

]]> Tue, 26 Jan 2010 12:41:13 +0000 https://forexsb.com/forum/post/4321/#p4321 <![CDATA[Re: Optimize Options]]> https://forexsb.com/forum/post/4320/#p4320 I support this .

]]> Tue, 26 Jan 2010 12:31:22 +0000 https://forexsb.com/forum/post/4320/#p4320 <![CDATA[Optimize Options]]> https://forexsb.com/forum/post/4008/#p4008 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?

]]> Mon, 21 Dec 2009 16:08:59 +0000 https://forexsb.com/forum/post/4008/#p4008