Optimization Guideline
Author: febh
Creation Date: 1/22/2010 9:38 PM
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febh

#1
Hi all,

I am using WL4, and I am just wondering, is there any guideline to do optimization ?
Til now, I am not clear enough about this. For example, is Higher Profit factor is good or too optimized ?
Thanks ..

Febry
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Eugene

#2
Frankly, by posting in a Wealth-Lab .NET forum, one would expect a question on the actual version, not the one being decommissioned. Nonetheless, this has been discussed widely on the forum before, so I suggest using Search. Start by typing in "Pardo book", get that book e.g. on Amazon, and find the answers in this optimization bible. Hope that helps.
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febh

#3
Thanks Eugene ..
I found it now :)

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Eugene

#4
Another good book suggestion:

Trading Systems: A New Approach to System Optimisation and Portfolio Construction by Emilio Tomasini and Urban Jaekle

No quasi-scientific bull, concise, illustrated, short.