Sep 23, 2008

Second optimization

After the first optimization, I had to make a finer optimization. In order to make an efficient optimization, the first one covered a big range of options, with a big step between them, and the finer optimizations should sharpen the results around the most promising results of the last optimization.

The starting point of the second optimization was the one that was noted in the last post.

The risk stays the same, as well as the testing period.

Right now the best result is 17149$ profit, PF 1.64, 108 trades and DD of 16.58%.

Less trades, but the results are better in all other means.

It seems that I will have to continue the optimization process, since a few variables reached their limit in the best result.

The optimization report is available here.


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