Topic: Optimising SL/TP in Validator
I have 100 strategies which I would like to upload and optimise. I load these into the Validator. I also want to ensure that the SL/TP is optimised but I want to optimise these within a set range and have these in the collection if they pass the acceptance criteria.
All fine except the SL/TP within the range. The "full optimisation" option under Validator allows you to "optimise stop loss and take profit" but you cannot set the range. Likerwise, under optimiser settings, you can set the range for each individual strategy but not the whole collection that you have uploaded. Compare this to the Reactor where you can set the range under "Strategy Properties".
To solve this, I am setting the SL/TP range in Reactor then clicking into Validator, and this seems to be bringing through only strategies which are optimised within the range. However, there are exceptions so either this is total coincidence; the workaround is semi-successful or there is no option to do this.
This is a practical case since, imagine my 100 strats are from a live portfolio and I want to reoptimise them after a month but I want to decrease my risk - I will want to optimise these 100 on a lower SL (some will pass, some will not) and then know how many new strategies I need to find anew in the Reactor to have a portfolio of 100 again.
Can someone please kindly advise on this?