Create and Test Forex Strategies
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eas-guide:optimizer [2017/08/07 18:56] – created Miroslav Popov | eas-guide:optimizer [2021/01/12 09:21] – [Strategy Parameters] Ilan Vardy | ||
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- | ====== Optimizer | + | ====== Optimizer ====== |
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+ | The Optimizer is a tool that will attempt to make a current strategy better. It will decide if the strategy is better, depending on the options you select in the optimizer settings. | ||
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+ | {{ youtube> | ||
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+ | <WRAP center round info 90%> | ||
+ | Always optimize only profitable strategies! | ||
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+ | It is a unwise to optimize a losing strategy. The optimizer will try to " | ||
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+ | ===== Toolbar ===== | ||
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+ | **Start/ | ||
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+ | **Progress** - Shows how far the Otpimizer has progressed in trying to optimize the current strategy. | ||
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+ | **Calculated** - Because the Optimizer tries out different variants of the same strategy to get a better results on backtest. This is the number of calculated strategy variants. | ||
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+ | ===== Strategy Parameters ===== | ||
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+ | The Strategy Parameters tab allows you to select **minimal** and **maximal** value for each optimizable indicator the strategy. Also the **step** between those values. | ||
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+ | You can use the checkboxes on the left to skip optimizing specific indicators. | ||
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+ | ===== Optimizer Settings ===== | ||
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+ | **Numeric values range** - takes the current value of an indicator parameter, for example 86. Then it applies the selected option. For example if we select "± 10 Steps" and the Step is set to 1. This means the min value for the parameter will become (86-10=)76 and the max value will be (86+10=)96. | ||
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+ | **Search best** - The option you select will be used to compare new versions of the strategy to the current one. The Optimizer will replace the current variant of the strategy with a new one if the new one is better. | ||
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+ | **Out of sample** - If you enable this option an OOS test will be run when prducing optimized versions of the strategy. Only passing strategies will be considered. | ||
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+ | **The strategies fulfil the Acceptance Criteria** - We advise you to keep this enabled since you probably want optimized strategies to still pass your Acceptance Criteria. | ||
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+ | **Add the optimized strategies to the Collection** - Enable this option to save optimized strategies to the Collection for later review. | ||
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+ | **Optimize Preset Indicators** - When the option is enabled the Optimizer makes all parameters available for optimization. When it is disabled, the Preset Indicators parameters are unchecked in the Strategy Parameters list. | ||
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+ | ~~DISQUS~~ | ||