Portfolio Backtester: for multiple strategies set on different symbols, backtester loops number = product of all params across all strategies = Grossly unexpected and missleading! This is a fault, not a lack of optimization. Strategy param sets should be

This is a major drawback - and obvious too - that limits productivity!

Please let's do this change!

Hi Alex,

Listen - if I sell you a blue Lada 1200S and tell you it's a red 2016 Ferrari, that doesn't make it a red Ferrari at all. You'll take a look at the product and conclude my description is not conforming with the product appearance.

The same applies with how you guys are marketing a product, how it looks like in the GUI vs. what you're saying in your last message.

Maybe it's not clear:

Opening the Portfolio Trader & running an optimization on 2 Strategies running on 2 different symbols MAKES YOU THINK these two strategies are independent in the way you optimize parameters on each.
Whouldn't you agree PARAM 1A has not bearing on results of Strategy 2? I think you do, otherwise you wound't be in this industry.

So we established: Optimizing PARAM 1A, 1B, 1C, 1D has NOTHING to do with Strategy 2. Making a LOGICAL inference, then from the point of Strategy 2. the two below iterations:

Iteration X:
Param 1A = 1; 1B = 1; 1C = 1; e1D = 1; Param 2A = 1; 2B = 1; 2C = 1; 2D = 1

Iteration X + 1:
Param 1A = 2; 1B = 1; 1C = 1; e1D = 1; Param 2A = 1; 2B = 1; 2C = 1; 2D = 1

Are practically the same. Meaning, variation in PARAM 1A has NO BEARING on Strategy 2.

Logical conclusion:

THERE IS NO POINT IN DOING A FULL MESH TESTING ACROSS ALL PARAMETERS OF THESE 2 STRATEGIES.
I fully understand that Portfolio Management needs to aggregate and do funds allocation. But that's beyond the parameter optimization. You might run 2 separate pools of Threads (one Pool for each strategy), then choose optimal for each strategy, then choose what signals you follow at portfolio level. But Portfolio resource allocation has NOTHING to do with how you're meshing PARAMS across the two strategies.

If your Software design imposes you this full mesh against the above logical principles, this means your design is severely limited and UN-optimal.

Maybe not a bug, it depends on the point of view, anyway surely a desired feature: I need to scan and/or optimize the same strategy on a basket of instruments to understand on which ones it performs better.

For example a simple Bollinger Band strategy 20 periods 2 std devs: I have found it works on 10 instruments, now I want to understand for each of them - independently from each other - what is the best set of parameters for period lenght, stoploss and trailing stop.
Today I have to run 10 optimizations, one for each instrument. It would be useful to run it once for the ten (or more) instruments at the same time.