Performing Optimization: Difference between revisions
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Once a strategy has been [[<span style="color: red;">'''LINK'''</span>0280_Backtesting/22-8002_Signals.html name="1"; |applied]] to a chart, strategy optimization can be performed. | |||
<br> | |||
== Running Exhaustive Search == | |||
Optimization is performed from the '''Format Objects''' window: | |||
To perform Exhaustive Search optimization: | |||
# Open the '''Format Objects''' window.<br><span>{{FormatObjectIS}}</span> | |||
# Select the '''Signals''' tab. | |||
# Click the '''Optimize''' button. | |||
# In the '''Select Optimization Method''' dialog box that appears, select '''Exhaustive Search'''. | |||
# In the '''Exhaustive Search Properties''' window that opens, select the '''Optimizable Inputs''' tab. | |||
# In the '''Start Value''' column, enter the desired starting values for each of the inputs. | |||
# In the '''End Value''' column, enter the desired ending values for each of the inputs. | |||
# In the '''Step''' column, enter the desired step size, for each of the inputs. | |||
# Select the '''Optimization Criteria''' tab. | |||
# Select the '''Use Limitation''' checkbox to limit the output to a defined number of the best results; unselect the checkbox to list all the results in the optimization report. | |||
# Enter the desired number of best results in the '''Show <i>N</i> best results''' box. | |||
# Select the best results criteria in the '''best results for''' list box. | |||
# Select criteria: | |||
## Select '''Standard Criteria''' | |||
## Select the criteria from the drop-down list | |||
<span>More about Standard Criteria text text text</P></span> | |||
[[Category:Optimization]] | [[Category:Optimization]] |
Revision as of 18:50, 1 February 2012
Once a strategy has been [[LINK0280_Backtesting/22-8002_Signals.html name="1"; |applied]] to a chart, strategy optimization can be performed.
Running Exhaustive Search
Optimization is performed from the Format Objects window:
To perform Exhaustive Search optimization:
- Open the Format Objects window.To open the Format Objects window, right-click on an empty area of the chart and then click Format Signals.
The Format Objects window can also be opened by one of the following methods:
- Select Format in the main menu and click Signal.
- Double-click any one of the signal's labels on the chart.
- Position the mouse pointer over any one of the signal's labels on the chart; once the Pointer changes into a Hand , right-click the label and then click Format Signals. - Select the Signals tab.
- Click the Optimize button.
- In the Select Optimization Method dialog box that appears, select Exhaustive Search.
- In the Exhaustive Search Properties window that opens, select the Optimizable Inputs tab.
- In the Start Value column, enter the desired starting values for each of the inputs.
- In the End Value column, enter the desired ending values for each of the inputs.
- In the Step column, enter the desired step size, for each of the inputs.
- Select the Optimization Criteria tab.
- Select the Use Limitation checkbox to limit the output to a defined number of the best results; unselect the checkbox to list all the results in the optimization report.
- Enter the desired number of best results in the Show N best results box.
- Select the best results criteria in the best results for list box.
- Select criteria:
- Select Standard Criteria
- Select the criteria from the drop-down list