Optimizable Fibonacci function
I am working on a Fibonacci trading system which I plan to upload soon. Maybe you are interested in an optimizable function that I am going to include (see code below).
Buy and Sell rules combination in Optimizer.
I have a question.
In Optimizer/GA, I try to optimize a list buy ruless and a list of sell rules....
Custom Multi-Dimensional Fitness Formula (CMDFF) for Optimizer
Probably you have made similar experiences while optimizing your trading system: the optimizer throws excellent results (e.g. on the fitness function "AnnualReturn") but the system drawdown is