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Open Feature request MC-1326

Independent Sequential Signal Optimization

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Please add the option to optimize each signal individually one at a time in the order they are presented on the chart.  This will greatly reduce the number of simulations require to find the optimal values.  This will especially useful for optimizing multiple trading strategies in portfolio backtester.  In many cases the trading strategies are independent of one another so there is no need to optimize the signals together. 
Signal #1 is a simple moving average crossover strategy.  I want to find the optimal look back period for each simple moving average.  I'm going to try values from 10 to 100 in increments of 10.  My total search space is 1010 = 100.
Signal #2 is my percent profit target and stop loss.  I want to find the optimal percent for profit target and my stop loss.  I want to try values from 1 to 5 in increments of 0.5.  My total search is again 10
10 = 100. 
If I were to optimize both signals simultaneously my search space becomes 10101010 = 10,000.  However, if I optimize Signal #1 by itself first then turn optimize Signal #2 my search space is only (1010) + (10*10) = 200.

Steps to reproduce this issue

I’m looking to do the following.
1.    Turn on Signal #1 Turn off all other Signals.
2.    Find optimal parameters for Signal #1 and change inputs to optimal parameters
3.    Turn on Signal #2
4.    Find optimal parameters for Signal #2 and change inputs to optimal parameters
5.    Repeat this process for all remaining signals

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    user-offline.png  QuantArb
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