+1 888 340 6572 GET STARTED
MultiCharts Project Management
previous_open_issue.png
Go to the previous open issue
previous_issue.png
Go to the previous issue (open or closed)
star_faded.png
Please log in to bookmark issues
feature_request_small.png
Open Feature request MC-1326

Independent Sequential Signal Optimization
action_vote_minus_faded.png
4
Votes
 action_vote_plus_faded.png
next_issue.png
Go to the next issue (open or closed)
next_open_issue.png
Go to the next open issue
Description

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. 
Example:
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 1010 = 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

Comments (0)
icon-mono-settings.png
History
sidebar_collapse.png sidebar_expand.png
Issue basics
  • Type of issue
    Feature request
  • Category
    Not determined
  • Targeted for
    Not determined
  • Status
    Not Reviewed
User pain
  • Type of bug
    Not triaged
  • Likelihood
    Not triaged
  • Effect
    Not triaged
Affected by this issue (2)
People involved
Times and dates
  • Posted at
  • Last updated
Issue details
  • Resolution
    Not determined
  • Severity
    Normal
Attachments (0)
There is nothing attached to this issue
Commits (0)
There are no code checkins for this issue
Duplicate issues (0)
This issue does not have any duplicates