Enhancing the StrategyTester to Optimize Indicators Solely on the Example of Flat and Trend Markets
by
, 04-22-2016 at 10:19 PM (1143 Views)
Too Many Parameters to Optimize.
A trading-EA with many indicators each with many parameters will need a lot of time for its optimization as there will be way too many combinations to test. What if we were able to reduce this amount of combinations before we start the optimization of the trading-EA? In other words before coding the trading-EA we code a pseudo-EA that asks only a specific questions to the market. We split a big problem into smaller ones and solve them separately. This pseudo-EA doesn't trade! As an example we choose the ADX and check this indicator whether it is capable to distinguish between flat and trend markets and maybe we gain some additional information.
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