Delete "no trades" from optimization results?
Author: josvanboxtel
Creation Date: 9/10/2012 9:33 AM
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josvanboxtel

#1

9/10/2012 9:33 AM

Does anybody know a way to skip or delete the 'zero trades' results
from the optimization result. They effect my 'avarage result for all symbols'
in an unwanted way.
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Eugene

#2

9/10/2012 9:44 AM

Since they are a perfectly valid part of your system not generating trades by design (of your own Strategy), you can't just arbitrarily remove them.
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josvanboxtel

#3

9/13/2012 3:06 AM

Thanks Eugene. I figured out how to avarage my optimization result in Excel, so the proble is solved.
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Eugene

#4

9/13/2012 3:27 AM

Alternatively, you can simply switch to a Portfolio Simulation mode for more realistic optimization.
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