Setting Preferred Values Based Upon Greatest Average Profit %
Author: sdbens20
Creation Date: 11/26/2012 12:09 PM
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sdbens20

#1
I would like to be able to optimize a data set and then set the PV's for each symbol in the set using strategy parameters for symbol associated with the greatest Average Profit %. At present, it seems that PV strategy parameters for each symbol are always based upon the greatest Net Profit, even though the Optimization Control Settings Metric to Optimize is set to "Avg Profit %."

My method is:

1. Deactivate the red PV button on the lower right of the chart window.
2. Select a data set.
3. Select the Monte Carlo optimization method.
4. Select Avg Profit % as the metric to optimize.
5. Run the optimization on the data set.
6. Right click the the results data table when the optimization completes.
7. Left click on "Assign Preferred Values based on the highest metric value per symbol."
8. Click OK in the "Preferred Values set of 9 (in my test data set) Symbol(s)."
9. Do a CTRL-S to save the chosen parameters.
9. The PV button is clicked to active.
10. Inspection reveals that the selected strategy parameters associated with Preferred Values chose the greatest Net Profit instead of the greatest Average Profit %.

Is there a way to associate PV Strategy Parameters such that the greatest Average Profit % is used? As I click through the symbols in a data set, I would like to see trades, performance statistics, equity curves, etc., based upon the greatest Average Profit %.

Thank you.

Sherm
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Eugene

#2
6a. Select "Avg Profit %" as the metric to use for assinging Preferred Values:



Move on to 7.
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sdbens20

#3
Thanks!
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