Hi, Doing a bit of backtesting lately, and I was wondering how to limit the drawdown while using another metric for the objective function.
Lets say that I want to optimize for Net Profit, but I won't accept parameter sets that result in a drawdown of more than 30% I know it can be done (AB does anything). Could somebody give me a pointer please? I can't find explicit references to it in the archive, and I don't think I'm ready for some of the more intricate parts of the CBT. TIA RZ
