Auto Optimise Algo

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

  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

  

  SpreadBetMH

  Participant

  Topics: 13

  Replies: 13

  Been thanked: 0 times
  10/22/2021 at 11:48 AM #180174
  robertogozzi

  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 🙂

   

  1 user thanked author for this post.

  SpreadBetMH

  

  robertogozzi

  Moderator

  Topics: 69

  Replies: 16469

  Been thanked: 3643 times
  10/22/2021 at 11:54 AM #180178
  robertogozzi

  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.

   

  1 user thanked author for this post.

  SpreadBetMH

  

  robertogozzi

  Moderator

  Topics: 69

  Replies: 16469

  Been thanked: 3643 times
  10/23/2021 at 10:01 AM #180213
  Link

  What is this?

  

  Link

  Participant

  Topics: 18

  Replies: 111

  Been thanked: 11 times
  10/23/2021 at 10:22 AM #180214
  robertogozzi

  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

  1 2 3 4 5 6 7 8

  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

  1 user thanked author for this post.

  SpreadBetMH

  

  robertogozzi

  Moderator

  Topics: 69

  Replies: 16469

  Been thanked: 3643 times
  10/23/2021 at 10:45 AM #180219
  JS

  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:

  https://www.prorealcode.com/topic/neural-networks-programming-with-prorealtime/page/8/

  

  JS

  Participant

  Topics: 22

  Replies: 1423

  Been thanked: 557 times
  10/23/2021 at 11:23 AM #180228
  robertogozzi

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

  

  robertogozzi

  Moderator

  Topics: 69

  Replies: 16469

  Been thanked: 3643 times
• Author
  Posts