The performance of a trading strategy depends on a large number of parameters:
* strategy parameters defined in code or blocks (example period of EMA)
* Position Sizing Parameters (like "Max. Open Pos:")
* Parameters of Advanced Pos. Sizers (like ATR Period of Percent Volatility Pos. Sizer)
Currently only the first set is available in optimization.
It would be helpful if most (if not all) parameters which influence the outcome of a trading system could be choosen in "Optimize" as input for the optimizers.
* strategy parameters defined in code or blocks (example period of EMA)
* Position Sizing Parameters (like "Max. Open Pos:")
* Parameters of Advanced Pos. Sizers (like ATR Period of Percent Volatility Pos. Sizer)
Currently only the first set is available in optimization.
It would be helpful if most (if not all) parameters which influence the outcome of a trading system could be choosen in "Optimize" as input for the optimizers.
Rename
WL7 team, we need more instruments for curvefitting!))
Exposing the position size controls for optimization sounds like an interesting idea.
P.S. For more straightforward tasks, one can optimize the position size already:
https://www.wealth-lab.com/Support/Faq
P.S. For more straightforward tasks, one can optimize the position size already:
https://www.wealth-lab.com/Support/Faq
QUOTE:
Is it possible to optimize the position size?
Yes, by assigning a custom Quantity to the Transaction.
DrKoch,
Aren't you just asking for the return of a WL4 feature?? :)
Vince
Aren't you just asking for the return of a WL4 feature?? :)
Vince
Just activated this feature for development!
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