SmartQuant Discussion Forum Index SmartQuant Discussion
Automated Quantitative Strategy Development, SmartQuant Product Discussion and Technical Support Forums
 
 FAQFAQ   SearchSearch   MemberlistMemberlist   UsergroupsUsergroups   RegisterRegister 
 ProfileProfile   Log in to check your private messagesLog in to check your private messages   Log inLog in 

Optimization Paramter

 
Post new topic   Reply to topic    SmartQuant Discussion Forum Index -> New Feature Requests
View previous topic :: View next topic  
Author Message
DFTrader



Joined: 24 Oct 2007
Posts: 86
Location: Austin, Texas

PostPosted: Tue Nov 13, 2007 9:03 pm    Post subject: Optimization Paramter Reply with quote

Please add feature that optimization can be performed on user-defined cost functions (for example, number of pos trades, or Sharpe ratio, etc) instead of just FinalWelath and MaxDrawdown.

Thanks,
DFT
Back to top
View user's profile Send private message
jdelcarm



Joined: 28 Jan 2008
Posts: 3

PostPosted: Mon Jan 28, 2008 5:47 pm    Post subject: Reply with quote

I fully support the previous request of being able to add even a customer objetive function to be optimized just instead of a predefine list of parameters.

Could you please let us know if this is already schedulled and by when ?
Back to top
View user's profile Send private message
fliesch



Joined: 16 Mar 2006
Posts: 146

PostPosted: Mon Jul 27, 2009 10:52 pm    Post subject: Reply with quote

I definately see it that way, too!
_________________
Expect the unexpected. May your MM/RM be with you.
Back to top
View user's profile Send private message
skuvv



Joined: 05 May 2010
Posts: 35

PostPosted: Wed Jun 16, 2010 9:03 am    Post subject: Reply with quote

+1 for all this
Optimization looks very shabby.
Opt result must contain all necessary information with the ability to sort, manage and build the surfaces of results by type (at least 2d)
Also need opportunity to manage optimization parameters for make better speed simulation etc
ps no offense, but look at the tester MT5...
Back to top
View user's profile Send private message
Display posts from previous:   
Post new topic   Reply to topic    SmartQuant Discussion Forum Index -> New Feature Requests All times are GMT
Page 1 of 1

 
Jump to:  
You cannot post new topics in this forum
You cannot reply to topics in this forum
You cannot edit your posts in this forum
You cannot delete your posts in this forum
You cannot vote in polls in this forum
You cannot attach files in this forum
You cannot download files in this forum


Powered by phpBB © 2001, 2005 phpBB Group