Changes

Jump to navigation Jump to search

Portfolio Optimization

109 bytes removed, 11:37, 6 May 2013
no edit summary
To perform portfolio optimization:
# Click the '''Optimize''' http[[File://wwwPortfolio_Optimize.multicharts.com/img/wiki/toolbar/portfolio/06_Optimize.gif 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 '''Exhaustive Search Properties''' window that appears, select the '''Optimizable Inputs''' tab.
To perform portfolio optimization:
# Click the '''Optimize''' http[[File://wwwPortfolio_Optimize.multicharts.com/img/wiki/toolbar/portfolio/06_Optimize.gif 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 '''Genetic Algorithm Properties''' window that appears, select the '''Optimizable Inputs''' tab.
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''' http[[File://wwwPortfolio_3D.multicharts.com/img/wiki/portfolio/3D_Chart.gif png]] button at the bottom left of the report window.
A 3D Chart will be displayed in the '''3D Optimization Charts''' window.

Navigation menu