Hello Marina,
I believe at the moment the majority of optimizing in MC is done to get best profit over a period of time. Then you can sort the results by % profitable, max intraday drawdown, etc.
Would it be possible to adjust Portfolio Backtester to optimize to get ''BEST SHARPE'S RATIO'' or "SMOOTHEST EQUITY LINE'' or something similar?
Regards
Optimize to get ''Best Sharpe's Ratio''
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Marina Pashkova
- Posts: 2758
- Joined: 27 Jul 2007
Hi Tresor,
The 4.0 version of MultiCharts allows creating a custom optimization criterion in addition to the existing ones. This custom-created critereon will be used for optimization runs on the chart where it was created.
When you go to Optimize, specify input values and then go to the tab called 'Optimiaztion Criteria'. Check 'Use Limitation' and then go to 'Custom Criteria'.
In 'Custom Criteria' you need to write the formula that will be used for this particular parameter. It has to be expressed through the reserved words (you will find the samples and the list of the reserved words listed there.
Regards.
The 4.0 version of MultiCharts allows creating a custom optimization criterion in addition to the existing ones. This custom-created critereon will be used for optimization runs on the chart where it was created.
When you go to Optimize, specify input values and then go to the tab called 'Optimiaztion Criteria'. Check 'Use Limitation' and then go to 'Custom Criteria'.
In 'Custom Criteria' you need to write the formula that will be used for this particular parameter. It has to be expressed through the reserved words (you will find the samples and the list of the reserved words listed there.
Regards.
Hi Marina,
Sounds like it is high time to switch to MC ver 4. Thank for the answer.
Could you also please have a look at this post: http://forum.tssupport.com/viewtopic.php?t=5412 and tell me if this problem requires your support on-line assistance?
Regards
Sounds like it is high time to switch to MC ver 4. Thank for the answer.
Could you also please have a look at this post: http://forum.tssupport.com/viewtopic.php?t=5412 and tell me if this problem requires your support on-line assistance?
Regards