A few suggestions for your optimizer to make it a little easier to use. There's a lot of information there, especially if you've saved a few hundred of the results. The best way to review these is by looking at the graphs. How's about being able to view the graphs with four, six, eight or twelve per page or screen (indeed, a print-out with all the graphs would be good). You should be able to do this with either the equity or the positions graphs, or a nice combination of both together. A "Zoom-in" functionality would also be good. Say you've done an optimization that spans several years, and you've got a few hundered results to sift through. As you look them over, some seem to perform better than the others in stagnant market periods, others during uptrends, others during the downtrends. Or you may notice a bunch just seem to do very well during what seems to be a arbitrary period. Being able to take your set of results and re-order them for the best producers during a period of time you define could help you dicover the commonalities, and thus lead you to a better "general" method rather than one that is "over-tuned." Currently, everything is in dollars. If a system is successful, this becomes less meaningful with time. One ought to have the maximum draw down, average profit, etc available as percent as well as dollars. If you have a system that starts with $100,000 and earns 100% over two years, then looses $8000 toward the end, this is not the same as loosing that $8000 in the third month. Comparisons are to "Buy and Hold", and should be. It would be nice to also be able to select another index or security for comparisons (How does it compare to Buy and Hold QQQQ ?). Have you guys looked at using simplex systems for optimizing? This may be useful for quick and dirty analyses. Also, as I'm sure you've probably heard from others, more space, and more variables in the indicators/experts. 20 may seem like a lot, but from an organizational standpoint, it can be very difficult, especially when trying to jam things into the size limit you have set. On this subject, 10 optimizing variables is not enough. Fine for a single brief system, but again, organizationally it is difficult. Experts should be able to switch to another expert under a set indication. Thanx dc

Also, assuming you would have dozens or even hundreds of results, it should be possible to easily screen or at least "rank" by the "Smoothness" of the equity curve of the system.

There are highly volatile Trading Systems that might be the most profitable ones, therefore ranked on top.

But in the end you are looking for the one that delivers a trade-off between return and low volatility in the Equity curve!

This is a key issue, I believe when bulk-processing and searching for good approaches.