Special Optimizer for Tradestation

Discussion in 'Trading Software' started by nitro, Mar 18, 2004.

  1. nitro


    Does anyone know if there is one of those add-on optimizers for TradeStation 2Ki that will, in addition to the "normal" optimizing, will also optimize on being profitable every day? I do not want maximum return, I want low stddev around the mean.

    For example, I want an optimizer that will optimize on inputs, but then, penalize those parameters that made money some days and not othes.

    So I would prefer parameter P1 P2 P3 that gave the following P/L days:

    + 120
    + 165

    To P1 P2 P3 that gave the following P/L for the same days: