TechnoMeter

Having been distracted a bit by the risk manager in the last article, let's get back to the main topic — test automation. In one of the previous articles, we outlined several stages that should be completed while optimizing and searching for the best parameters of the final EA. We have already implemented the first stage, at which we optimized the parameters of a single trading strategy instance. Its results were saved in the database.

The next stage is a selection of good groups of single instances of trading strategies that, when working together, will improve trading parameters — reduce drawdown, increase the linearity of the balance curve growth, and so on. We already looked at how to carry out this stage manually in the sixth part of the series.

more...