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Optimization Sort - Balance + ________

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david mackay
2269
david mackay  

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
3818
John May  
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
2269
david mackay  

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
5476
Dua Yong Rew  

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
388
victor8290  
max Recovery Factor
Dua Yong Rew
5476
Dua Yong Rew  
current using Profit Factor + Recovery Factor + DrawDown
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