hardwoodhardwood 2005.08.08 17:27 

Here are a few observations for the strategy report:

1) It seems to me that when I specify a date range for the strategy test, this range is not on the report but the data range is repeated.

2) The sharpe ratio would really be nice as this is probably one of the better ways of evaluating real strategies

3) The maximal drawdown is based on closed trades... imho this is not correct or there should at least be an estimation based on the equity - as this is what is important for the strategy.

Thank-you for considering this and best regards,

Hugh

endo77endo77 2009.02.06 23:18 

Chalk one up for Sharpe Ratio or MaxDrawDown to Profit Ratio! I have to mutate all my EA's to give a boost to the lotsize when a good ratio is detected so that I can optimize for balance but this is not really the best way to do it. Optimizing for Sharpe Ratio or Max Draw Down to Profit Ratio would be extremely usefull especially combined with a "Minimum Trades" limitation.