Optimization "Step" Management: The Ability to "Ignore" Inputs?

Hi all!

I have been banging my head against the wall thinking there should be a way around this, or that I am missing something, so figured I would throw it out to the group.

Lets say that I have 9 inputs. Three of them are with 6 options each, one with 5, two with 4, two with 3 and one with 2. So that would give a grand total of 311,040 steps to calculate through during the optimization process. No big deal, right? But lets say that I have those same inputs that I want to check separately during an up trend and then again during a down trend. So in an uptrend, the inputs for the down trend are irrelevant, and for a downtrend the uptrend inputs are irrelevant. however, the only way that I know how to code this is by creating 18 inputs instead of 9. Nine of them for the uptrend and nine of them for the down. But that makes the step count go from an easy 311k(x2) to a whopping 96.7 billion steps. But in reality, I only want to check 311k, twice, for a total of 622k steps. Once for the up trend inputs and once for the downtrend inputs.

Any creative thoughts on how to do this? I am at a loss....

Hi jeremypatric,

The hint here can be to specify the script conditions so that the orders were sent only within particular intervals. Then you can run optimization as usual.

Unless I am missing something, or don't understand what you mean, I am already making those specifications, but it still requires 18 inputs, which then makes my optimization step count 96 billion. When in reality, I only want it to check 311 thousand combinations in the up trend and 311 thousand combinations in the down trend.

Sorry, if I am misunderstanding what you are saying, and I am just repeating myself needlessly.

Cheers!