Hello all, I developed a quantitative strategy, which it has a script that calling a function with seven parameters. The function uses some equity data (eg: price, volatility and so on). The function returns the 'sharpe ratio value'. The higher it is, the better is the result.
Is there a way to the Matlab help me to choose the best settings? I tried to use GA function without success.
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%%script example
x1=1;x2=10;x3=15;x4=7;x5=9;x6=0.1;x7=0.9;load('Data.mat') % Price, Volume, Volatility
[sharpe] strategy(x1,x1,x1,x1,x1,x1,x1); %function
%end Script
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Thank you in advance!
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