Hi Dr. Howard,
I have your book and love it. It help me improve my backtests. Talking about how to read individual values in the portfolio-phase of the backtest, I have a question: How to use this "custom objective function" to take value IF TIMEFRAME IS RANGEBAR? I use this function in my tradesystem, that buy and sell in range bar, but function results are timed... Is it possible change this function to do this? Basically, I need export indicator value when my backtest says to buy or to sell. TIA, Erich Rodrigues --- In [email protected], Howard B <howardba...@...> wrote: > > Hi RZ -- > > My book "Quantitative Trading Systems" discusses objective functions in > general, the importance of choosing one early in the system design process, > the metrics built-in to AmiBroker, the process of designing multi-component > custom objective functions, the custom backtest code necessary to implement > custom objective functions, and the use of objective functions in > optimization and walk forward testing. > > The objective function incorporates the subjective aspects of trading > systems. Proper choice of the objective function guarantees that trading > systems that are highly ranked by the search process and chosen by the walk > forward process will be comfortable to trade. It would be difficult to > overemphasize the importance that proper selection of objective function > plays in trading system development. > > http://www.quantitativetradingsystems.com/ > > Thanks, > Howard
