About optimize optimization

AmiBroker
#1

Hi, fellow Amibrokerers:
What's your practice to choose the "best" optimizing parameters to get a realistic result? Please share your ideas.

I was trying to do a least-square linear regression, and choose a parameter in the regression line. However, still not sure if this is practical.

Below is my optimization result. Which would you choose? The last column Mult is the parameter.

image

#2

I use CAR/MDD and select a value that's (preferably) within a "plateau" of values in the 3D optimization Chart.

I sometimes also use PRR (custom metric) to further refine the selected CAR/MDD values; i.e. if a range of parameter values has the same best CAR/MDD value, I select the parameters from them with the best PRR value.

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