what about section 7.4 in the Galgo tutorial?
http://bioinformatica.mty.itesm.mx/sites/default/files/Tutorial.pdf

Does a simple regression optimization, shows the fitness function and
that's about all there is to it.

In analogy to this, the sharpe, max pnl, pnl per trade or whatever can be
implemented.


On Wed, Sep 12, 2012 at 7:40 AM, Dave <miniflowtrader@gmail.com> wrote:

> Did not find anything involving parameter optimization.
>
>
>
> From: ustaudinger@gmail.com [mailto:ustaudinger@gmail.com] On Behalf Of
> Ulrich Staudinger
> Sent: Wednesday, September 12, 2012 1:09 AM
> To: Dave
> Cc: r-sig-finance@r-project.org
> Subject: Re: [R-SIG-Finance] Example using Galgo to Optimize Parameters
>
>
>
> Dear Dave.
>
>
>
> You didn't even try googling for "galgo R example", did you?
>
>
>
>
>
> Kind regards,
>
> Ulrich
>
>
>
>
>
> On Tue, Sep 11, 2012 at 10:07 PM, Dave <miniflowtrader@gmail.com> wrote:
>
> Hello all,
>
>
>
> Would it be possible for someone to post a simple code example using Galgo.
> Optimization could be based on Sharpe Ratio or another one of your choice.
> Just some simple code on how one might set this up.
>
>
>
> Thanks!
>
>
>
> Dave
>
>
>
>
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>
>
>
>
>
>
>
> --
>
> Ulrich Staudinger
>
>
>
> http://www.activequant.com
> Connect online: https://www.xing.com/profile/Ulrich_Staudinger
>
>
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> should go.
>



-- 
Ulrich Staudinger

<http://goog_958005736>http://www.activequant.com
Connect online: https://www.xing.com/profile/Ulrich_Staudinger

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