I am studying various optimization methods in an attempt to eventually create my own method of optimization in NinjaTrader.
I discovered that TradeStation has 2 methods built in that I would like to take a look at. One is called Pessimistic Return on Capital and the other is the Perfect Profit Correlation.
They seem to be similar to what Robert Pardo talks about in his book which is why I am pretty interested. I would like to study more about those optimizations. I am wondering if somebody here has TradeStation and could send me the code for those so that I can understand the logic a bit more. It appears that I can only download TradeStation if I get a funded account.
Thank you in advance to anybody who is able to help me out with this!