Optimizer

4 replies

john99

Customer, bbp_participant, community, 80 replies.

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6 years ago #112563

Hi Mark,

 

Any plans to implement an optimizer function in EA Analyzer? It would be nice to be able to optimize the configurable parameters the same way it’s done in SQ.

 

 

 

 

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mikeyc

Customer, bbp_participant, community, 878 replies.

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6 years ago #126249

That’s not possible in the same way I’m afraid.  EA Analyzer has no concept of the strategy or the underlying instrument, merely a list of open and closed trades.

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Mark Fric

Administrator, sq-ultimate, 3 replies.

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6 years ago #126281

yes, in order to have optimizer it would hav eto be able to run backtests. EA Analyzer “only” analyzes trades produced by other platforms, it doesn’t run backtests.

Mark
StrategyQuant architect

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john99

Customer, bbp_participant, community, 80 replies.

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6 years ago #127234

Would it be possible to add an Optimizer to EA Wizard or as a standalone app?

This is obviously the time consuming part of EA creation…

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Mark Fric

Administrator, sq-ultimate, 3 replies.

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6 years ago #127238

you need to run  backtest in order to optimize. Backtester is implemented only in StrategyQuant.

 

We’d like to support EA Wizard strategies in StrategyQuant too, but it is quite difficult to make a general purpose backtesting engine.

Mark
StrategyQuant architect

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