Constraint
Hi traders,
To celebrate the fact that the US crossed 100 medals last night,
I figured I should bring us to our 100th feature request since we're so close.
buttttt, someone has beaten me to it.
Let me see....
Parameter constraint in optimizer. I'm not sure the best way we could implement this at this time though. So basically, let's say that you have a strategy that you want a 2-to-1 ratio for TP and SL. Then this feature would allow that. You can also set up constraints to ensure that one moving average is at least 10 periods more than the fast moving average.
Obviously, these things can be implemented in code, just like optimizer step. The benefit is that you don't have to modify the stats to reflect it in excel.
What do I mean?
In code, you can have one variable as SL and your TP will be that variable times 2 for a 2-to-1 ratio. However, in the stats sheet, you will only see the SL, not the TP. So you'll have to add it. This isn't a big deal, but would be great to have this feature if PFSoft had ran out of ideas. :)
Maybe a good way to implement this, is to allow the programmer to allow access to other variables (outside parameter modification variables) within the code. So in this case, we could just make the TP variable visible outside the code. This is probably the best way to do this and easiest. However, I'm all hears for suggestions.
More benefits:
*We will be the first or only platform to implement this.
*We have a filter system, but I believe that it filters out them after the computer used up time to gather it. This feature prevents it from being ran in the first place, which will save time.
Thanks for engineering Protrader!