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Optimization Sort - Balance + ________

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david mackay
2212
david mackay 2013.12.01 15:36 

There are seven sorts possible ie max Recovery Factor, max Profit Factor.

Has someone done any research as to the 'best' sort to use or any sort of comparison.

Myself, I weigh Recovery Factor and Sharpe and Profit Factor. I would like to know how others weigh their results.

John May
3761
John May 2013.12.01 17:41  
Blaiserboy:

There are seven sorts possible ie max Recovery Factor, max Profit Factor.

Has someone done any research as to the 'best' sort to use or any sort of comparison.

Myself, I weigh Recovery Factor and Sharpe and Profit Factor. I would like to know how others weigh their results.

One of the best articles on customizing optimizations is here. It is very insightful and pretty easy to use.
david mackay
2212
david mackay 2013.12.01 17:52  

I have been reading that article and attempting to implement the ideas. I quite agree, the author has laid it out in a style that is quite useful.


Thanks for your reply.

Dua Yong Rew
5423
Dua Yong Rew 2013.12.03 08:47  

https://www.mql5.com/en/forum/11487

I wonder if this is useful? A discussion about custom max 

custom max
custom max
  • www.mql5.com
Share your custom max formula and why that formula.
victor8290
387
victor8290 2013.12.17 16:15  
max Recovery Factor
Dua Yong Rew
5423
Dua Yong Rew 2013.12.17 16:31  
current using Profit Factor + Recovery Factor + DrawDown
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