![MQL5 - Language of trade strategies built-in the MetaTrader 5 client terminal](https://c.mql5.com/i/registerlandings/logo-2.png)
You are missing trading opportunities:
- Free trading apps
- Over 8,000 signals for copying
- Economic news for exploring financial markets
Registration
Log in
You agree to website policy and terms of use
If you do not have an account, please register
Hi
Essentially when running optimizations, you end up with a number of viable parameter sets that, and i am just looking for a better way to sift through these.
I am currently running optimization by balance, by pf, by drwadown%, combining these in a pivot table and seeing where i might have matching parameter values. Looking at the equity curve for each parameter set would take too long, so I was hoping to have a mathematical representation of equity curve smoothness instead, that could be compared to others.
With build 600+ where we now have the ONTester() function, and in Strategy tester there is now a "Custom" option.
How could you build an optimization parameter that was Equity curve Smoothness?
Has anyone attempted this? Does anyone have a formula for achieving something similar?
Or if not as a optimization parameter then have it as a value ouput/result from the optimization.
I have been searching the net but not seen anything conclusive about how this could be achieved. I have seen that CAR/MDD can be a useful output, but not sure if this is exactly what I am after.
Does the ONTester() work? - some of the threads i have seen suggest not at the moment.
thanks
Simon