Performing Optimization
From MultiCharts
Once a strategy has been [[LINK0280_Backtesting/22-8002_Signals.html name="1"; |applied]] to a chart, strategy optimization can be performed.
Running Exhaustive Search
Optimization is performed from the Format Objects window:
To perform Exhaustive Search optimization:
- Open the Format Objects window.To open the Format Objects window, right-click on an empty area of the chart and then click Format Signals.
The Format Objects window can also be opened by one of the following methods:
- Select Format in the main menu and click Signal.
- Double-click any one of the signal's labels on the chart.
- Position the mouse pointer over any one of the signal's labels on the chart; once the Pointer changes into a Hand , right-click the label and then click Format Signals. - Select the Signals tab.
- Click the Optimize button.
- In the Select Optimization Method dialog box that appears, select Exhaustive Search.
- In the Exhaustive Search Properties window that opens, select the Optimizable Inputs tab.
- In the Start Value column, enter the desired starting values for each of the inputs.
- In the End Value column, enter the desired ending values for each of the inputs.
- In the Step column, enter the desired step size, for each of the inputs.
- Select the Optimization Criteria tab.
- Select the Use Limitation checkbox to limit the output to a defined number of the best results; unselect the checkbox to list all the results in the optimization report.
- Enter the desired number of best results in the Show N best results box.
- Select the best results criteria in the best results for list box.
- Select criteria:
- 1. Select Standard Criteria.
- 2. Select the criteria from the drop-down list Read more about Standard Criteria.
or: - 1. Select Custom Criteria.
- 2. Click Edit... button.
- 3. Write the script for the custom criteria Read more about Custom Criteria.
- 4. Click OK.
- Select Ascending or Descending option to sort the output in ascending or descending order, respectively.
- Click OK to run the optimization and generate the Optimization Report.