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Objective function for optimization
After using MetaTrader for optimization of trading strategies for a few months I am not happy with it for a variety of reasons and thinking about writing my own tester/optimizer in Matlab and one of the most difficult questions I am facing is: what should the objective function look like? I have
MT4 optimization models
I would like to start a discussion on the optimization options that are currently available in MT4 (not the actual implementation of the GA used for optimization, which should be a topic for MT5). In its current version MT4 has 3 “models”: 1) Every tick (claims to be the most precise optimization