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Last call, Does anyone want to analyze my workbook from yesterday and post their results before I post my analysis tomorrow. This way you can explain your thinking and I can give you feedback on your analysis as well as posting mine.

Link for Free Trial of Excel Tools http://www.download.com/StatBox/3000-2077_4-10293652.html?tag=lst-0-1

PS, I will publish my analysis, tomorrow night or during the day on Thursday. Over this weekend we will discuss layering the entry methodology on top of this trend detector.

I have rerun this optimization using my custom optimization factor. I also expanded the parameters I am running over. Please take a look at the workbook I created. The optimize factor column is my weighted score. Please analyze these results and tell me which ones you think are best. You need...

You are correct, it not in the basket. I can do a opening range breakout index model , after we finish this series.

In the commodity world where you only have limited markets to trade , the basket approach to smooth out the curve works best because the system switching can create curve fitting issues, (just switching to the best one). I often develop systems where the parameters are adaptive or the logic...

I had a typo it should be -Drawdown, this way it becomes a positive number for good systems, otherwise things look strange.

I did not get any feedback, so I am going to run this analysis using the following measure (NetProfit+2*(NetProfit-NetProfit[250]))/Drawdown This means we count the netprofit over the past 250 day 3 times versus once on older data. This will give systems that have performed well...

Does anyone have any ideas of what measures they would like to see me use in my optimizations as a custom performance measure. I plan on combining the concept of NetProfit/Drawdown with momentum of the equity curve. Does anyone have any better ideas. I would like to hear from you. I...

Please give me some feedback on some measures you would like to use to score optimization. One example would be to weight based on Slope of the equity curve over past year in addition to Netprofit/Drawdown. I will run my analysis and put it up Sunday night so you have time to give me some...

Yes , you are exactly correct, and this was the next point I was going to make. In addition I want to make the point that sometimes it helps to develop a custom measure to rank parameter sets. This can be done in TradersStudio 2.0. We have a custom ranking field which can be filled using any...

I will need to run this analysis on the cash markets because you can't take ratio's of backadjusted contracts. Let me see if I have the cash swiss franc data. I need to look though my symbols and find it.

New optimization grid, with new parameters around the set of parameters we liked from the first run.

Good answer but we need more information, What happens beyond 5,20,50. If the best parameters happen at the end of our optimization window in this case 50 for the long term MA, we need to expand the area. We can see that longest term average in the area of 20,25 do not produce good results so...

I ran the Swiss Frank as an intermarket for gold , using my price moving average intermarket divergence model. I found that it is not very predictive, it works well on the short site, since gold was in a bear market. On the long site , even the best combinations lost money.

Yes I realize these market exist and they trend well, but using the non US markets add a layer to the analysis which I did not want to deal with. For example the Japanese Govt Bonds min move point value is in Yen, not dollars . This means that we have to adjust on a trade by trade basis these...

Sometimes these markets decouple, I use these simple models in my trading to analyze if an intermarket is predictive , not as a stand alone system. On fact that you need to remember is that I originally published these systems , my Bond-Silver, and Bond-UTY between 5 and 10 years ago, yes...

I will keep checking this thread in case someone get lost and makes a post here for the tutorial. I am extending the time to tomorrow afternoon or evening for my analysis of the optimization since I moved the original tutorial to a new thread.

The whole topic of picking the best set of parameters from a optimization is a bit of an art. You almost never want to pick the best performing set of parameters. You want to pick a set of parameters which does well, and has similar sets of parameters with similar performance. Curve fitting is a...