Ultimately, a high CAR will give the best results overall - but when constructiong trade systems using many symbols/stocks - RAR is also very valuable. However, picking optimization values around an extremely high RAR might lead to curve fitting (this situation will never come around again, as this RAR might be based on a very low number of trades). So what result metrics are in your view the best to pick optimization values on in this situation. Some suggestions:
- RAR - Avg Profit/Loss% - Recovery Factor - Profit Factor - Payoff Ratio Or one could calculate a meassurement like: - RAR * CAR But would be interested if somebody else has grabbled with this - and come to some conclusions... Best regards ------------------------ Yahoo! Groups Sponsor --------------------~--> Try Online Currency Trading with GFT. Free 50K Demo. Trade 24 Hours. Commission-Free. http://us.click.yahoo.com/RvFikB/9M2KAA/U1CZAA/GHeqlB/TM --------------------------------------------------------------------~-> Please note that this group is for discussion between users only. To get support from AmiBroker please send an e-mail directly to SUPPORT {at} amibroker.com For other support material please check also: http://www.amibroker.com/support.html Yahoo! Groups Links <*> To visit your group on the web, go to: http://groups.yahoo.com/group/amibroker/ <*> To unsubscribe from this group, send an email to: [EMAIL PROTECTED] <*> Your use of Yahoo! Groups is subject to: http://docs.yahoo.com/info/terms/
