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Optimize EA to maximum balance and minimum drawdown


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arkng 2010.04.11 01:07 

Hello,

I'm new user here,

I would like to know if anyone here have an idea about optimizing the EA to maximum balance, and to minimum drawdown in the same optimization session.

Till now I am optimizing like this:

1. Set big range of values to my variables.

2. Optimize to the maximum balance in one session.

3. Search for high balance result with relative low drawdown.

4. Sets new values with smaller range around the result I choosed in step 3.

5. Optimize to the minimum drawdown.

6. Go again to step 2, and I coninue doing it till I'll get desired result.

Today I only have these options.


optimization menu

Unfortunately this procedure takes long time and less effective than genetic optimization to a desired "maximum balance/minimum drawdown" target.

Please if any one can help, I'll realy appritiate it.

Thanks,

Arik.

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