Optimizing or Maximizing a Trading Strategy

This is a built-in function. The built-in sorting capability of the List Wizard allows you to sort any list of datasets according to the value of any number that can be computed from those datasets.  First, run a list of trades and hide the results.  You hide them (by having the boxes unchecked) so that you don’t have them all opened on your desktop.  For example:

Then click on the List Wizard  and you will see the list template.  Choose  and .

Choose the type of sort you want and in this example enter the numerical value by which you are sorting.  Here we are requesting to sort according to “netpla” which is the net profit and loss – all contained in the trading summaries.  The sort is in increasing order.  Then click on .  You will be presented with the results:

Here you can see that “Buy & Hold” beat the other trading strategies.

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box3: box3rev spx last 300

box4: box4rev spx last 300

buy_hold: buy_and_hold spx last 300

rev3_20: reverse320 spx last 300