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SteveJ

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Posts: 105

Joined: 10/11/2012
Location: UK

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Subject : RE: Evaluating Trading Strategies
Posted : 2/26/2018 12:55 PM
Post #37087 - In reply to #37066

I'll be very grateful for some help with the "Optimize selection" feature under the ATM Strategies tab.

I thought I'd take advantage of Jeff's work (thanks Jeff) and run a number of his top strategies through the selection process for a bear market state. I included in the run strategies unlikely to be useful in the final result (ie long trending strats in a bear market state) - I wanted to see what happened!

After about 6 hours the run ended but, unexpectedly, all the strategies I selected for the run are in the list of strategies returned.

I'm probably doing something wrong or have misunderstood. Can someone help by explaining to me how to use the simulation statistics to establish which are the best / worst strategies form the run?

Steve
Deleting message 37087 : RE: Evaluating Trading Strategies


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