Search found 2 matches

by shepherp
Wed May 27, 2015 5:36 am
Forum: Testing and Simulation
Topic: Percent Profit Factor
Replies: 4
Views: 3333

Re: Percent Profit Factor

Tim, Sinkpretend, thank you v much for the input; its helpful to feel more on the right path.
by shepherp
Tue Apr 28, 2015 8:54 am
Forum: Testing and Simulation
Topic: Percent Profit Factor
Replies: 4
Views: 3333

Percent Profit Factor

Hi. What are the inherent flaws in using Percent Profit Factor to filter markets selection when creating my portfolio? I understand using past data no guide to future profit contribution etc but given that's the premise for testing all parameters using optimization anyway, Percent Profit Factor seem...