I agree it would be an interesting choice - only issue is that, as far as I can see, the backtester does not allow that kind of targeting.
--- In [email protected], "woodshedder_blogspot" <woodshedder_blogs...@...> wrote: > > Droskill, > > What about R squared? > > --- In [email protected], "droskill" <droskill@> wrote: > > > > Hey all - > > > > One of the things I would love to optimize around is equity curve > > smoothness - but I don't see any parameter that really matches with that. > > Drawdown is an obvious one as a smooth equity curve generally doesn't have > > huge drawdowns - but I'm wondering if people have other ideas. > > > > Thanks in advance! > > >
