Some of us have done the optimization analysis of our AFL's in Amibroker to get the best out of them, using the collective wisdom of the internet forums to choose the correct time periods, smoothing factors, OB-OS combinations etc.
The big question is how do you right values from the plenitude of result rows. One of the commonly used factor is "CAR - Compounded Annual Return, and MDD - Maximum Draw Down"
Can i request others to throw some light on other factors to look for or how best to use a combination of these factors to choose optimum values.
Ref:
Amibroker Test Results Expln
How to optimize in amibroker
The big question is how do you right values from the plenitude of result rows. One of the commonly used factor is "CAR - Compounded Annual Return, and MDD - Maximum Draw Down"
Can i request others to throw some light on other factors to look for or how best to use a combination of these factors to choose optimum values.
Ref:
Amibroker Test Results Expln
How to optimize in amibroker