![]() ![]() I’m currently realizing Metastock's backtester isn't a fast track solution for my more institutional needs. Clearly, I’d love a test that could find the best performing variable combination for me without me specifying a set of test variables for each parameter. I realize that for the best performing optimization, “ideal” parameter variables might be outside the set of test variables I specify for each parameter. Testing all x% fixed trailing stop values from 3-8. Testing all -x% rate of change values from -2% to -10% and testing those different rate of change values over each of the following previous number of bars: 5-15 ![]() Testing all stochastic %K periods from 6-18 Testing all stochastic <= X levels from 15-25 Current bar low is lower than the low of the last 5 barsīut I’d want to optimize the numerical variables within each parameter to see what combination of numerical variables generates the best performance over say, the last 5 years across NYSE stocks. Rate of change over last 10 bars is <= -5% Stochastic (12 %K periods, 3 %K slowing) <= 20 ![]() For example, one system we might want to test might be: In other words, we have a strategy with a set of parameters and we want to see what combination of a set of variables within each parameter performed the best across a given set of stocks over a given time period. My firm is looking for another third party testing platform. ![]()
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March 2023
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