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Open Feature request MC-2017

expose optimization functionality @ API level

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Description

It would be great to have optimization API available (exchaustive, genetic, walk-forward) available @ API level. This would enable re-optimization at a specific bar:
- either on past data, as part of evaluating a system on historical data. this would equate to continuous optimization at each N days or N bars or whenever your objective function drops / increases beyond a specific threshold.
- this should also be available on live data. Once a system is tested, it should switch to live data.

Steps to reproduce this issue

FR

Comments (1)
#1
user-offline.png  Alex MultiCharts (Alex MultiCharts)
Apr 27, 2017 - 12:10

Will be available in MultiCharts .NET only. Will not be accessible from studies, as this is an asynchronous process.

History
Issue basics
  • Type of issue
    Feature request
  • Category
    Usability
  • Targeted for
    MultiCharts 12
  • Status
    Confirmed
User pain
  • Type of bug
    Not triaged
  • Likelihood
    Not triaged
  • Effect
    Not triaged
Affected by this issue (3)
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  • Posted at
  • Last updated
Issue details
  • Resolution
    Not determined
  • Severity
    Normal
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