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Besides, The Matrix Optimization utility feauture 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 – it’s enough to just simply change the criteria.
At first First you need to specify the Optimization parameters:
On In this step the settings are the same as for Regular Optimization:
On In the next step the Strategy Robustness parameters shall be configured:
From 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):
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== What is Matrix Optimization? ==
Matrix Optimization is designed used to determine the most optimal parameters for Regular Re-optimization: how often and in which what IS/OOS proportion it shall will be doneused.
[[File:SetRobustnessSettings.png|600px]]
== Running Matrix Optimization ==
Optimization is accessible through the Strategy Properties window, Chart Analysis Toolbar, and View menu as in previous MultiCharts versions:
[[File:optimtoolbar.png|300px]]
Use one of the above-mentioned ways to call the Optimization wizard and select the last item in the appeared window:
[[File:chooseoptimtype.png|600px]]
*input values;
*algorithm (exhaustive or genetic);
*target function to be optimized.
[[File:Setoptiminputs.png]]
Then it’s it is required to set up Matrix Optimization parameters:
*number of runs;
*proportion of IS/OOS intervals.
[[File:OptimByOOSinterval.png]]
[[File:StrategyRobustneSettings.png|600px]]
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:
[[File:MatrixOptimizReport.png|600px]]
Regular Optimization may take quite a lot of time. Matrix Optimization is even more time-consuming process. We took care to make Optimization results accessible for you at any time.
[[File:AccessToOptimResults.png|400px]]
