Hi.
Is there anyway of getting the Drawdown % and Max Drawdown in the Results tables into Excel so you can graph optimised parameters versus drawdown?
When running optimisation values I can’t find any way of comparing an indicator value that’s been optimised with the drawdown % and/or max drawdown so that you can find a stable range of parameter values that can be used in live trading?
Please see the screenshot which shows an optimised oscillator range of values compared to % profit. Ideally a 3-d graph of gains v’s drawdowns and the optimised parameter would be necessary to give a good indication for profitable out of sample trading. (Note: the Ehler’s Osc values on the x axis from 1 to 21 refers to the table values from -1 across to +1, — although I’m not sure the gain chart is correct as the profit in the tables didi rise in lock step with the Oscillator values going from 1 to -1 (Idea: eg if you wanted to only go Long when values were >= 0 (value 11) or look for a stable range of oscillator values versus profit)
Cheers
Bard
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