Kevin_in_GA
4,599 posts
msg #77903
- Ignore Kevin_in_GA |
8/24/2009 4:09:49 PM
I assume when you say "maximize filters" you are indicating that you want it to find the best set of variables?
This cannot be done in SF. However, check out Investor/RT from www.linnsoft.com. I have been playing with it for the last few weeks - very neat. It can optimize trading systems (example - what is the best MACD settings for max profit for a given set of stocks over the last two years?). I have been using it to find the best settings for the ETFs I trade - have already optimized for PSAR, MACD, Ultimate Oscillator, and Bollinger Band based trading systems. It will also optimze factoring in trading costs, which SF does not currently do.
Lots of other stuff it can do, I just haven't had the time to fully explore.
I strongly encourage folks to check it out (not shilling for them, just impressed with the software).
Kevin
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