Running The Optimization
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1.In TradeStation, create a daily bar chart for APOL from 12/7/1994 to 11/28/03. Insert APOL twice - once on data1 and again on data2. Use the same date range for both.  
2.Insert your strategy into the chart and set the properties as follows:  
·Commission $0.012 per share  
·Slippage $0.01 per share  
·Initial Capital 100,000  
·Interest Rate 0  
·Maximum number of bars study will reference: 330  
·Fixed Shares: 100  
3.Click Start Optimization in Optimax  
4.In TradeStation, optimize the iteration number from 1 to 9999.  
5.After about 15 to 30 generations, you should see a pattern developing in the ISpace indicators, and the graphs in the equity grid should be fairly uniform within each generation. When you see this, stop the optimization by clicking Abort, Restore Original Inputs in TradeStation, then click Stop Optimization in Optimax.