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Forums>StrategyQuant>General Discussion>optimizing on multiple markets

  • #266956 |
    huangwh88
    Customer
    127 Posts

    Hi All,

    Does the optimizer have the ability to optimize a strategy over multiple markets? I cant seem to find it.

    If not, I guess the best way is to create a custom project with an optimizer task for each market?

    #266971
    tomas262
    Administrator
    1826 Posts

    Hello,

    yes, the best way to do this is to use the custom project. In each step the project will optimize the strategy for a different data set (market).

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