Strategy optimization: how to find optimum for entire DataSet?
Author: SimhaD04
Creation Date: 8/29/2012 10:46 AM
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SimhaD04

#1
Hi,

I have a strategy with, say, 2 parameters and I want to maximize Net Profit. If I run it for a single stock symbol, I can readily see the optimum point in the Optimization Results table. For multiple symbols, I can see the optimum for each symbol. How do I find optimum for the entire table, say S&P 100?

I can think of a couple of ways of doing that by copying Results into a spreadsheet and doing postprocessing, but it is fairly laborious. Is there a better way directly in WL?

Thanks.
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Eugene

#2
QUOTE:
For multiple symbols, I can see the optimum for each symbol. How do I find optimum for the entire table, say S&P 100?

Switch from Raw Profit mode to Portfolio Simulation mode.
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SimhaD04

#3
thanks, Eugene, that worked.
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