Does anyone know if it is possible to automate the optimisation of a strategy ?
For example I have a strategy with 7 variables. If I try and optimise them all together it comes up with too many different variations and would take forever to run so I run them in a specific order. The first ones I may run are for the stop and limit, then the entry criteria and then exit criteria. I want to test this strategy against a range of forex pairs. The strategy itself doesn’t change, I just need to run the optimisation in the same order on each pair and wondered if it is possible to automate this !
I just need to run the optimisation in the same order on each pair and wondered if it is possible to automate this !
As in … you go to work and it’s all done when you get home … sounds good, wish it could be like that, but sadly each market has to be optimised separately.
One way I do it sometimes is to set all 7 variables going on the optimiser, but with a wide step for each one. This will optimise much quicker due to the wide step change.
Then narrow in the steps and run the optimiser again and again if necessary.
Beware that PRT disconnects after 18 hours running, so you could do one run while you sleep, then close and open PRT again (to get a fresh 18 hour session) then do another run while you are at work and so on.
Might not help u at the moment, but if u open a premium prt account (can get it as free as a normal account if u go via a link that i dont have right now) u can optimize so much more… more variables, more speed, more possibilities.
I logged into my old PRT account, non premium and i was completly shocked at how spoiled i am now with my premium, could never go back now..
Also with premium u get alot more data history.. (200K bars)
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