Documentation

Applications

Last updated on 11. 11. 2019 by Mark Fric

Recommended optimization parameters

What are recommended parameters?

You can note that when choosing categories of parameters for optimization the default choice is Recommended parameters. This is also the only choice in optimizations used in cross checks.

 

These are the parameters that “make sense” to be optimized – indicator periods, entry multiplier and used exit parameters such as SL/PT pips / multipliers.

 

All the other possible parameters are ignored. The reason is simple – virtually every block used in the strategy has multiple possible values. If you’d optimize every one of them you’ll just highly increase risk of curve fitting or over-optimizing your strategy to historical data.

It is highly recommended to keep the number of possible strategy parameters as low as possible – the lower the better.

 

The lower number of optimizable parameters the strategy has, the more robust and more resistent to curve fitting it will be.

 

 

Was this article helpful? The article was useful The article was not useful

Subscribe
Notify of
0 Comments
Inline Feedbacks
View all comments