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Open Feature request MC-971

Optimize Data Series

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7
Votes
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Description

Implement feature to allow optimization of data series like it exists on NinjaTrader.
Scenario:
The default setup of strategy (set of signals) is using 30 minutes bars, but good results may exist using 20, 25 or 28, etc. minutes bars.
When the "Optimize Data Series" is activated, it would be possible to optmize the various values of the minutes bars setup automatically (for example from 15 to 45 minutes in step of 2) simultaneously to all the perameters of the signals.
This feature would be available for all type of bars as applicable (time based, volume based, range based, etc.)

Steps to reproduce this issue

N/A

Comments (1)
#0
user-offline.png  JoshM (Jura)
Jan 07, 2013 - 07:01

This feature request is a duplicate of #385 ( http://www.multicharts.com/pm/viewissue.php?issue_no=MC-385 ) which to date already got 17 votes. This is clearly a highly wished feature!
And it would be a nice feature for algorithmic traders now that discretionairy traders have gotten their DOM and Volume Profile/Market delta tools, and in the future get their T&S windows.

History
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