Auto Optimise Algo

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  • 10/22/2021 at 11:45 AM #180171 quote
    SpreadBetMH
    Participant
    Average

    Hi There,

    Dose ProReal Time have an instrument that can be attached to an indicator and a trading system that automatically Optimises an indicator or strategy, So, it can find the best settings and make the necessary adjustments to the indicator or trading strategy to maximise profits

    Thank you

    10/22/2021 at 11:48 AM #180174 quote
    robertogozzi
    Moderator
    Master

    Post your topic in the correct forum:
    _ ProRealTime Platform Support: only platform related issues.
    _ ProOrder: only strategy topics.
    _ ProBuilder: only indicator topics.
    _ ProScreener: only screener topics
    _ General Discussion: any other topics.
    _ Welcome New Members: for new forum members to introduce themselves.

    I moved it from ProBuilder.

    Thank you 🙂

    SpreadBetMH thanked this post
    10/22/2021 at 11:54 AM #180178 quote
    robertogozzi
    Moderator
    Master

    You can backtest your algo to optimize it.

    As to indicators they can only be optimized from within a strategy. If you want to use MAs for crossovers they will have some settings, if you prefer using them as support/resistance their settings could be different, if you want to use them as a trend confirmation they will be different again. Your plan on how to use them in a strategy can only lead to their optimization.

    You can make a simple TS that buys and sells whenever a signal is returned and the best settings will be the one yielding better results.

    SpreadBetMH thanked this post
    10/23/2021 at 10:01 AM #180213 quote
    Link
    Participant
    Senior

    What is this?

    10/23/2021 at 10:22 AM #180214 quote
    robertogozzi
    Moderator
    Master

    You can optimize the 3 variables so that you can find the best settings for an MA crossover on a specified asset and TF:

    FastMA = 10
SlowMA = 30
MAtype = 0
IF average[FastMA,MAtype](close) CROSSES OVER average[SlowMA,MAtype](close) THEN
   BUY AT Market
ELSIF average[FastMA,MAtype](close) CROSSES UNDER average[SlowMA,MAtype](close) THEN
   SELLSHORT AT Market
ENDIF
    SpreadBetMH thanked this post
    10/23/2021 at 10:45 AM #180219 quote
    JS
    Participant
    Senior

    I think @SpreadBetMH asks if there is a tool in PRT that automatically optimizes your strategies (while they are in operation).

    If that is what he means, then there is no such thing in PRT but what comes closest is:

    Neural networks programming with prorealtime

    10/23/2021 at 11:23 AM #180228 quote
    robertogozzi
    Moderator
    Master

    PRT has no such tool built-in, but it can be built, according to anyone’s programming skills.

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Auto Optimise Algo


ProOrder: Automated Strategies & Backtesting

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SpreadBetMH @spreadbetmh Participant
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This topic contains 6 replies,
has 4 voices, and was last updated by robertogozzi
4 years, 4 months ago.

Topic Details
Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 10/22/2021
Status: Active
Attachments: No files
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