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LongShot  
#1 Posted : Monday, April 4, 2005 3:35:40 PM(UTC)
LongShot

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Is there any way to use the system tester so that it will optimize on something other than the final portfolio value? It seems that often you might prefer to find the safest system rather than the most profitable possible.
hayseed  
#2 Posted : Monday, April 4, 2005 4:02:00 PM(UTC)
hayseed

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hey longshot..... not really sure how you could quantify safety, other than the possible use of fundamental data, pe, p/b, p/cf , d/e, and such.... perhaps you could look at the 'equity over time' graph of your system.... if the slope is somewhat smooth and climbing that might hint of safety.... and of course if its up and down all over the place that might suggest excessive risk...... the best systems might be the slow but consistent.......h
LongShot  
#3 Posted : Monday, April 4, 2005 5:06:02 PM(UTC)
LongShot

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It just seems that an optimizer should be able to optimize on any of the results presented on the results page.
Patrick  
#4 Posted : Monday, April 4, 2005 5:09:46 PM(UTC)
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It unfortuately does not ... You wanted to optimize the test based on the number of winning and losing trades right?
LongShot  
#5 Posted : Monday, April 4, 2005 5:34:17 PM(UTC)
LongShot

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Yes. Is this a functionality that could be added on some how?
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