Please help for optimize

[tugiacar]

I'm doing some optimization formula in the past 5 years. I'm testing the value of providing very high net return optimization formula.
For example: Total Net%5000 or more but ony some years
2007: 500%
2008: 450%
2009: 250%
2010 100%
2011 10%

as such.

I am using the highest net return values ​​that are optimized while. So I think that this is not true. Which should determine the optimization criteria. To give more uniform results. CR / Md, RR / md, such as the sharp ratio

Thanks

 

[brajeevn]

Hello,
Optimization is a vast subject. Perhaps it is an art. There are many points to consider optimization. Alter the value a few points and test. If it give abrupt change in result, then your strategy not work in real trading situation. Try to optimize 2 values and generate 3D optimization chart. If there is a smooth continuous mountain range (no hills), then you can try it using real trading.
Thanks..
Rajeev

 

[tugiacar]

Hello,
Optimization is a vast subject. Perhaps it is an art. There are many points to consider optimization. Alter the value a few points and test. If it give abrupt change in result, then your strategy not work in real trading situation. Try to optimize 2 values and generate 3D optimization chart. If there is a smooth continuous mountain range (no hills), then you can try it using real trading.
Thanks..
Rajeev

Thank you brajeevn