Performing Optimization

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:

1. 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.
   
   
2. Select the Signals tab.
3. Click the Optimize button.
4. In the Select Optimization Method dialog box that appears, select Exhaustive Search.
5. In the Exhaustive Search Properties window that opens, select the Optimizable Inputs tab.
6. In the Start Value column, enter the desired starting values for each of the inputs.
7. In the End Value column, enter the desired ending values for each of the inputs.
8. In the Step column, enter the desired step size, for each of the inputs.
9. Select the Optimization Criteria tab.
10. 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.
11. Enter the desired number of best results in the Show N best results box.
12. Select the best results criteria in the best results for list box.
13. Select criteria:

    1. Select Standard Criteria.

    2. Select the criteria from the drop-down list More about Standard Criteria.
    or:
    

    1. Select Custom Criteria.

    2. Click Edit... button.

    3. Write the script for the custom criteria More about Standard Criteria.

    4. Click OK.