Matrix Optimization: Difference between revisions
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== What is Matrix Optimization? == | |||
Matrix Optimization is designed to determine the most optimal parameters for Regular Re-optimization: how often and in which IS/OOS proportion it shall be done. | Matrix Optimization is designed to determine the most optimal parameters for Regular Re-optimization: how often and in which IS/OOS proportion it shall be done. | ||
Besides, Optimization utility includes the system of Strategy Robustness estimation. The estimation is carried out according to the user specified criteria. You don’t have to repeat Optimization to receive new results – it’s enough to change the criteria. | Besides, Optimization utility includes the system of Strategy Robustness estimation. The estimation is carried out according to the user specified criteria. You don’t have to repeat Optimization to receive new results – it’s enough to change the criteria. | ||
[[File:SetRobustnessSettings.png|600px]] | |||
Running Matrix Optimization | |||
== Running Matrix Optimization == | |||
Optimization is accessible through Strategy Properties window, Chart Analysis Toolbar, and View menu as in previous MultiCharts versions: | Optimization is accessible through Strategy Properties window, Chart Analysis Toolbar, and View menu as in previous MultiCharts versions: | ||
Use one of the above-mentioned ways to call Optimization wizard and select the last item in the appeared window: | Use one of the above-mentioned ways to call Optimization wizard and select the last item in the appeared window: |