How to use ProBacktest optimization to find values of variables that give the best results for a strategy for a given financial instrument and period of historical data.
How to use ProBacktest optimization to find values of variables that give the best results for a strategy for a given financial instrument and period of historical data.
Thanks Nicolas. This is awesome and exactly what I needed to know. This feature will not only save so much time It will also be infinity more efficient that my guessing for various numbers. This made my day 😀
Cheers Kasper
Beware of overfitting. You can read this blog post about curve fitting for a better comprehension of what is over-fitted strategy : http://www.prorealcode.com/blog/avoid-equity-curve-fitting-with-probacktest-trading-strategy-optimisation/