Calculating shape of equity curve for optimizer fitness?

Questions about MultiCharts and user contributed studies.
User avatar
furytrader
Posts: 354
Joined: 30 Jul 2010
Location: Chicago, IL
Has thanked: 155 times
Been thanked: 217 times

Calculating shape of equity curve for optimizer fitness?

Postby furytrader » 26 Oct 2012

Can anyone suggest a metric that can be used in the MultiCharts optimizer that would indicate whether the equity curve for a particular system is "the smoothest"?

I imagine that if you could somehow calculate the "best fit" line for a positive equity curve and then calculate to what extent individual trades deviate from that line, that would work.

I know how to do that in EasyLanguage (using the ELCollection.dll) but can we do a similar calculation in the optimizer?

Any thoughts?

Dru
Posts: 107
Joined: 28 Aug 2007
Has thanked: 4 times
Been thanked: 171 times

Re: Calculating shape of equity curve for optimizer fitness?

Postby Dru » 06 Nov 2012

I know how to do that in EasyLanguage (using the ELCollection.dll) but can we do a similar calculation in the optimizer?
Any thoughts?
viewtopic.php?f=5&t=8838#p48883


Return to “MultiCharts”