ceesvh
08-02-2007, 03:15 AM
Hi,
I would like to test a strategy that does not trade for example when the equity curve is below the sma(15) of this equity curve. The idea is when the market is moving against me - I am out of the market. I assume that with some difficulties I can develop such a strategy. However I can not optimize this strategy.
A I see two ways to solve this problem.
The first way is to have the possibility of having two sim accounts.
Another way -maybe easier to implement -is to have the possibility to optimize on a user defined variable. The list to optimize on is now predefined.
Only one variable should be added to this list with the possibility of maximizing or maximizing the value.
The name is fixed - eg uservariable - and we,the users, should use the name in the script when we want to optize this value.
In this way the user is free to choose what to optimize.
I should really appreciate to have this possibility.
I would like to test a strategy that does not trade for example when the equity curve is below the sma(15) of this equity curve. The idea is when the market is moving against me - I am out of the market. I assume that with some difficulties I can develop such a strategy. However I can not optimize this strategy.
A I see two ways to solve this problem.
The first way is to have the possibility of having two sim accounts.
Another way -maybe easier to implement -is to have the possibility to optimize on a user defined variable. The list to optimize on is now predefined.
Only one variable should be added to this list with the possibility of maximizing or maximizing the value.
The name is fixed - eg uservariable - and we,the users, should use the name in the script when we want to optize this value.
In this way the user is free to choose what to optimize.
I should really appreciate to have this possibility.