Running Optimizations
Starting an Optimization
Section titled “Starting an Optimization”-
Select Strategy
Go to Strategies and click Optimize on your strategy.
-
Define Parameter Ranges
For each parameter, set:
- Minimum value
- Maximum value
- Step size
Example for RSI period:
- Min: 10
- Max: 20
- Step: 2 → Tests: 10, 12, 14, 16, 18, 20
-
Choose Optimization Target
Select what to maximize:
- Sharpe Ratio (recommended)
- Total Return
- Win Rate
-
Set Data Range
Choose historical period for optimization:
- Start Date
- End Date
- Symbol(s)
-
Run Optimization
Click Start and monitor progress in Task Queue.
Interpreting Results
Section titled “Interpreting Results”After optimization completes:
Parameter Heatmap
Section titled “Parameter Heatmap”Visual representation of performance across parameter combinations.
- Darker = better performance
- Look for stable regions, not isolated peaks
Top Results Table
Section titled “Top Results Table”Best parameter combinations ranked by target metric.
Parameter Sensitivity
Section titled “Parameter Sensitivity”Shows how much each parameter affects performance.
- High sensitivity = parameter is important
- Low sensitivity = parameter doesn’t matter much
Example: RSI Strategy Optimization
Section titled “Example: RSI Strategy Optimization”Parameters:
- RSI Period: 10-20 (step 2)
- Oversold: 25-35 (step 5)
- Overbought: 65-75 (step 5)
Results:
| Period | Oversold | Overbought | Sharpe |
|---|---|---|---|
| 14 | 30 | 70 | 1.45 |
| 12 | 30 | 70 | 1.42 |
| 14 | 25 | 75 | 1.38 |
Best result (14, 30, 70) is also in a stable region - good choice!
Next Steps
Section titled “Next Steps”- Walk-Forward Analysis - Validate results
- Best Practices - Avoid overfitting