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Optimizer

To run the Optimizer click the button in the Environment Tab.

Optimization may take a long time depending on number and precision of optimizing parameters. So please take a little time to set up them.
Set up Trading System you want to Optimize.
Set up Optimization target - this may be Highest Balance, Lowest Drawdown or some exact P/L relation.

Two different optimization algorithms are available:

You can learn more about techniques by following these links.

Use Load and Save buttons to load or save parameters of algorithm configuration. Press to configure settings of chosen algorithm.

For the Genetic Algorithm (GA) next parameters are available:

  • If Use elitism is checked, some of the better organisms from the current generation can be carry over to the next, unaltered.
  • If Use gradient is checked, then using the best solution which was found with the GA as initial guess, a gradient-based optimization method is implemented to quickly converge towards the optimum.
  • If Use sharing is checked, the GA use collective sharing which successfully allow to find robust solutions after evaluating only a few percent of the full parameter space.

Other parameters are common for the GA algorithm.

For the Particle Swarm Optimization all parameters are common. Don't change them if you are not sure about their meaning. Once you have set General settings click Next.

 

In Optimize Parameters window select parameters to optimize. Maximum and Minimum boundaries are important to get faster and better results. Choose really  needed parameters. Choose smaller range for fast searching.

In Condition window you may specify custom condition for better search.

Click on empty space to add new condition. In Right column select parameter, in Command column select sign (>=, ==, <=) and in Left column type value. Press Del to remove created condition. Results will be filtered to show you only variants that are met your criteria.

You can come back to any step of settings anytime you want to change it. Make sure all parameters are included.

 

Optimizer result

Once settings are configured you can start optimization. Select the thread priority to control your PC's usability during optimization, but note that a lower priority will make the process longer.

During Optimization you can explore the results received so far as soon as they are shown, but will be unable to run another Tester at the same time. In the Optimization results you can see only those results that met your criteria. You can Export them to analyze.

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