Portfolio Optimization: Difference between revisions
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To perform portfolio optimization: | To perform portfolio optimization: | ||
# Click the '''Optimize''' | # Click the '''Optimize''' [[File:Portfolio_Optimize.png]] button on the toolbar, or select '''Portfolio''' in the main menu and then click '''Run Optimization'''. | ||
# In the '''Select Optimization Method''' dialog box that appears, select '''Exhaustive Search'''. | # In the '''Select Optimization Method''' dialog box that appears, select '''Exhaustive Search'''. | ||
# In the '''Exhaustive Search Properties''' window that appears, select the '''Optimizable Inputs''' tab. | # In the '''Exhaustive Search Properties''' window that appears, select the '''Optimizable Inputs''' tab. | ||
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To perform portfolio optimization: | To perform portfolio optimization: | ||
# Click the '''Optimize''' | # Click the '''Optimize''' [[File:Portfolio_Optimize.png]] button on the toolbar, or select '''Portfolio''' in the main menu and then click '''Run Optimization'''. | ||
# In the '''Select Optimization Method''' dialog box that appears, select '''Genetic Algorithm'''. | # In the '''Select Optimization Method''' dialog box that appears, select '''Genetic Algorithm'''. | ||
# In the '''Genetic Algorithm Properties''' window that appears, select the '''Optimizable Inputs''' tab. | # In the '''Genetic Algorithm Properties''' window that appears, select the '''Optimizable Inputs''' tab. | ||
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3D Optimization Chart is a visual representation of how the strategy's parameters affect its trading performance. The 3D graph reveals the most robust parameter zones, and is a great tool for avoiding over-optimization (curve-fitting). Robust parameter zones will appear to have gradual, rather then abrupt changes in the surface plot. Over-optimized zones will appear to have radical changes or spikes in the surface plot. | 3D Optimization Chart is a visual representation of how the strategy's parameters affect its trading performance. The 3D graph reveals the most robust parameter zones, and is a great tool for avoiding over-optimization (curve-fitting). Robust parameter zones will appear to have gradual, rather then abrupt changes in the surface plot. Over-optimized zones will appear to have radical changes or spikes in the surface plot. | ||
To view the 3D Optimization Chart, click the '''View 3D Optimization Chart''' | To view the 3D Optimization Chart, click the '''View 3D Optimization Chart''' [[File:Portfolio_3D.png]] button at the bottom left of the report window. | ||
A 3D Chart will be displayed in the '''3D Optimization Charts''' window. | A 3D Chart will be displayed in the '''3D Optimization Charts''' window. |