Optimising all parameters

boonet · 2020-06-05T10:41:34+00:00

Hi, Just interested to know how you optimise a code with many parameters. I have my code with about 20 parameters and looking to optimise all of them in-sync. Problems I am facing – 100k combinations limit Optimising few parameters at a time is not having desired effect on the overall result. I am expecting about 200 trades in 3 month period (1-min strategy), but I am getting only 60 trades Fine tuning is so difficult with so many parameters

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06/05/2020 at 11:41 AM #134694 quote
boonet
Participant

Senior
Hi,

Just interested to know how you optimise a code with many parameters.

I have my code with about 20 parameters and looking to optimise all of them in-sync.

Problems I am facing –
1. 100k combinations limit
2. Optimising few parameters at a time is not having desired effect on the overall result. I am expecting about 200 trades in 3 month period (1-min strategy), but I am getting only 60 trades
3. Fine tuning is so difficult with so many parameters
06/05/2020 at 11:59 AM #134696 quote

GraHal
Participant

Master

Use big increments first … very big on 20 parameters! 🙂

For example, on 0 to 100 use 25 100 25 or even 50 100 50

Then narrow it down etc

boonet thanked this post

06/06/2020 at 11:57 PM #134939 quote

boonet
Participant

Senior

GraHal wrote:

Use big increments first … very big on 20 parameters! 🙂

For example, on 0 to 100 use 25 100 25 or even 50 100 50

Then narrow it down etc

Yes Grahal, even though it seems to be time taking process its the best way forward.

Thanks.

06/07/2020 at 8:05 AM #134946 quote

Vonasi
Moderator

Master

@boonet – Topic moved to ProOrder forum as it is a strategy related question and not a General Discussion topic. Please ensure that you post in the correct forum with any future topics.

06/07/2020 at 8:43 AM #134950 quote

zilliq
Participant

Master

Remember that more parameters you have, more difference between In and Out Sample you will have 😉

3 or 4 parameters is the maximum

Zilliq

buffster76 thanked this post

06/09/2020 at 10:08 AM #135274 quote

boonet
Participant

Senior

Ok Vonasi, will remember that in future.
Thanks.
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