As a long-time user of TradeStation, I would greatly appreciate the addition of a TradeStation Index to SQ fitness functions. Although it is a very simple formula, it is highly effective for evaluating of strategies!
Tradestation Index is a fitness function that maximizes the Net Profit and Winners while minimizing Intraday Drawdown. It calculates the Net Profit * NumWinTrades / AbsValue (Max. Intraday Drawdown).
Thank you very much!
Automated Trading, PA & Renko systems, PC - i7-5820k, 480 GB SSD, 16 GB RAMÂ
You must be logged in to reply to this topic.