Hi,

Asking a question related to this topic.  I run several the optimization with different sets of variables to ensure i have the complete results as best gain is not the same for best WFE. It’s very tedious and very time consuming. E.g. 500 results copied to excel, It takes me few hours to spot the best WFE by compiling the equity curve 1 by 1….:(

I really hope PRT can allows us to customization parameters to focus. By the way, i think this is not PRT Priority …

From optimized results, there are only Gain, %Gain, Nbr Trades, % Win rate and Avg Gain. Anyone know the formula to caculate the “Avg Gain of Winning Trades” and “Avg Loss of Losing Trades” (if possible), at least we can quickly filter the excel by acceptable “Gain/Loss Ratio“.

Why PRT don’t combine the Optimization & WFE tool ?? It means we can have the option to optimize variables for IS period and also display the results of OOS period on the same table. It will saves us a lot of time!!!

br,

CKW