How to optimize for a group of stocks
Author: bgood
Creation Date: 12/8/2009 4:54 PM
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bgood

#1

12/8/2009 4:54 PM

I use the optimizer on individual stocks easily. I also use the optimizer on a group of individual stocks and set the preferred values for each individual stock. Is there a way to optimize for a group of stocks and show what setting provided the best overall score for the group?
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Cone

#2

12/8/2009 4:57 PM

Select the DataSet name and run with Portfolio Simulation sizing.
(Note that the results may be somewhat random unless you assign Position.Priority in your script or use the "Worst-Case" Backtest preference.)
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bgood

#3

12/8/2009 5:10 PM

Thank you Cone. I tried your suggestion and it was exactly what I was looking for.
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