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Matrix Optimization

10 bytes removed, 18:35, 27 March 2018
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Matrix Optimization is used to determine the most optimal parameters for Regular Re-optimization: how often and in what IS/OOS proportion it will be used.
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 simply change the criteria.
[[File:SetRobustnessSettings.png|600px]]
*target function to be optimized.
In this step the settings are the same as for Regular Optimizationregular optimization:
[[File:Setoptiminputs.png]]
[[File:OptimByOOSinterval.png]]
In the next step the Strategy Robustness parameters shall should be configured:
[[File:StrategyRobustneSettings.png|600px]]
[[File:MaximMartixOptimReport.png|600px]]
In the minimized mode the title shows which matrix element is selected:
[[File:MiminMatrixOptimReport.png|300px]]
== Access to the Optimization results ==
Regular Optimization optimization may take quite a lot of time. Matrix Optimization is even a more time-consuming process. We took care to make , so we made sure thatOptimization results are accessible for you at any time.
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):
[[File:AccessToOptimResults.png|400px]]
#. Optimization wizard start button;#. Button/menu item to view Strategy Performance Report;#. Button/menu item to view Strategy Optimization Report;#. Button/menu item to view Walk-Forward Optimization Report;#. Button/menu item to view Matrix Optimization Report;#. Button/menu item to view Trading Performance Report.
Moreover, each report can be saved as a separate file (saving is enabled by default). The file can beadded to a zipped archive, sent by e-mail, etc. In order to view such file, it’s enough to have a utilityinstalled, no authorization required.

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