I want the optimizer to give me the most linear and steady upward equity curve. I thought R^2 is the right Thing but I think it is not.
I thought R^2 must be between 0 and 1 but I am getting results with way more than 1. Furthermore, very similar equity curves have very different R^2 values (12 compared to 2).
1. Can anyone explain what the R^2 optimization exactly does? The formula in NT Help guide is not helpful (where is the difference between "Total Trades" and "Summation of Trades"?)
2. Does anyone have an optimizer to find the most linear and steady upward equity curve?
(I found this but unfortunately only for NT7 and was unable to make it work in NT8: https://futures.io/ninjatrader/14852...ion-types.html )
Thanks in advance!
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