Can anyone suggest a metric that can be used in the MultiCharts optimizer that would indicate whether the equity curve for a particular system is "the smoothest"?
I imagine that if you could somehow calculate the "best fit" line for a positive equity curve and then calculate to what extent individual trades deviate from that line, that would work.
I know how to do that in EasyLanguage (using the ELCollection.dll) but can we do a similar calculation in the optimizer?
Any thoughts?
Calculating shape of equity curve for optimizer fitness?
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furytrader
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