I am keen to hear opnions on this issue I am seeing.
I am running a simple optimization on 2 years's worth of Tick Bars.
(CL: 2000 tick bars for instance).
If I "Optimize On" Net Profit, I see an output full of results.
What I mean by by "full results" if list of the "best # results" each with several hundred trades, So far so good.
However, If I chooe to Optimize on like "Profit Factor", each optimzation run as 1 or 2 trades. Its as if it literally stops (or doesnt take any more trades) when it reaches a maximum profit factor, which is obviosuly meaningless as an optimzatoin technique.
But perhaps I am missing something.
Can someone shed any light on this dilema ?
Ak
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