Strategy Optimizer (Feature Request)

Strategies go sour and markets change. Manually optimizing parameters is very imprecise and super time consuming method that can improve and sometimes revive a profitable strategy.

Would be great to have an “Optimize Strategy” button to re-run the optimizer from time to time on a strategy that already exists. Ideally with the option to choose the backtest period as well.

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@theorib this feature is in our to-do list but not in our current pipeline. It definitely is something we want to add to ProQuant down the road.

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Hi @ViktorPQ, just a though for when you guys have time to get into this feature:

It came as I was optimising and trying different versions of a few strategies.

  • It would be super useful to have an general optimise strategy button for all parameters in the strategy (with option boxes for the desired SL and TP range)
  • It would also be incredibly useful to have another more independent Optimise button that only shows when you are editing/adding an entry or exit rule and it would only serve to optimise that specific entry/exit rule.

The reasoning for this is that in the process of trying to make a winning strategy more robust, I find myself constantly trying to add other entry/exit rules to see their effect on a strategy.

On doing this, we don’t really wan’t to touch all other strategy parameters, just find the optimum value for that rule we are experimenting with.

Anyway, just a though. Let me know if this explanation is inteligible enough :slight_smile:

Thanks and all the best,

Theo

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Hey @theorib

The explanation was quite intelligible, and overall, those are great suggestions, that are very close to what we have in mind.

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