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  • Optimizing

    I was wondering if anyone has written a general optimization routine for indicators. Though I've done a search, I didn't get any hits. I would think building a harness, that would probably incorporate a loop, permitting the swapping in & out of indicators, would be the general approach. Any comments or suggestions greatly appreciated!

    Thanks,
    Greg

  • #2
    Greg, this study finds the best parameters (bar period) for an exponential moving average crossover. It needs a lot of tweaking from within the source, and it's probably not the quickest, but it may get you started in the right direction.

    atlas
    Attached Files
    Last edited by atlas; 06-28-2004, 06:22 PM.

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    • #3
      Sorry, slight bugfix (in case trade is entered on the last bar):
      Attached Files

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      • #4
        Thanks Atlas.

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