Optimising all parameters

Forums ProRealTime English forum ProOrder support Optimising all parameters

Viewing 6 posts - 1 through 6 (of 6 total)
  • #134694

    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
    #134696

    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

    1 user thanked author for this post.
    #134939

    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.

    #134946

    @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.

    #134950

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

    3 or 4 parameters is the maximum

    Zilliq

    1 user thanked author for this post.
    #135274

    Ok Vonasi, will remember that in future.
    Thanks.

Viewing 6 posts - 1 through 6 (of 6 total)

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