Changes

The Matrix Optimization feature also 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 – just change the criteria.

== Running Matrix Optimization ==

Optimization is accessible through the Strategy Properties window, Chart Analysis Toolbar, and View menu as in previous MultiCharts versions:

Use one of the above-mentioned ways to call the Optimization wizard and select the last item in the appeared window:

First you need to specify the Optimization parameters:

*number of runs;

*proportion of IS/OOS intervals.

[[File:OptimByNumberOfRuns.png]]

[[File:OptimByOOSinterval.png]]

In the next step the Strategy Robustness parameters should be configured:

Please refer to [[Strategy Robustness]] article for more details.

The results of Matrix Optimization can be viewed in the Matrix Optimization Report. It looks like the Walk-Forward Optimization Report, but there is an expandable element at the top which helps to navigate between different cells of the report:

Maximized view of the Matrix Optimization Report:

In the minimized mode the title shows which matrix element is selected:

== Access to the Optimization results ==

In MultiCharts 12 Optimization and each of the reports can be accessed from Toolbar and from the View menu (if a chart window with applied signals is active):

# Optimization wizard start button;