Changes from 5.0 to 5.2

The following are the primary new features in NeuroShell Trader 5.0:

1) Added two new optimization objective functions:

Maximize CCM Ratio – This objective function maximizes the CCM Ratio, which is defined as (e ^ (NaturalLog(Cumulative Return) / # Bars )) / Sqrt ( Avg ( Squared Daily Drawdowns ) ).

 

Maximize CCM Ratio (Position Only) – This objective function maximizes the CCM Ratio, which is defined as (e ^ (NaturalLog(Cumulative Return) / # Bars in Position )) / Sqrt ( Avg ( Squared Daily Drawdowns ) ). It is similar to the CCM, except it is computed only on bars with an active trading position.

 

Was this article helpful?

Related Articles