Hi , what is the bestway to make the optimizing for the system to up grade the Gain or to fiting the system with the stocks????????[color=blue:7f02fbf9d2][/color] :? :?

I am extremely suspicious of optimization to the point of ignoring systems requiring optimization. Without going into too many details, the longer the test period over which one runs a model to establish optimizable variables, the lower the performance of the system (in fact, it converges towards the value of the unoptimized system for a long enough period). Moreover, there is usually a large difference between the results obtained in optimizing a system and the results obtained with the optimized variable(s) on a different period (out of sample test). You could well find that the system has a negative expectancy, say a hit rate of 40% or less and negative average return per trade, in running the optimized system in an out of sample period (once again, the longer the period, the lower the results). The bottom line is that one should not try to achieve through optimization what one should try to achieve through money management objective rules.