Best optimization way??

 

Hi!!


I have some questions about optimization process.

This is my case, I have to optimize two parameters:

Period: 1 unit steps

Sensibility: 0.001 steps.


Currently I run optimization test for the two parameters at the same time in this way:



Period: Start 1, End 41, Steps: 1

Sensibility: Start 1, End 3, Steps: 0.003



This take 12-40 hours and this number on strategy tester --/10496 (464 694)

My first question is what is the meaning of this number? Maybe that are 464964 combinations and 10496 is the number of passes that strategy teste will make??

My second queston, and the most important for me is if is betters run first optimize for Period, and after this rum a second optimization process for sensibility with the value of period taken from the first optimization.

¿¿¿???
 

CP

IME almost all externs can be optimized individually.

This greatly reduces processing time & may improve accuracy - bit of a sensitve area...!

--

IMHO you have to have a real reason for doing more than one extern at a time.

Most often I do an overnight with several externs that would otherwise be done separately - but never for any huge number of permutations.

More rarely you might want to do permutations on very limited ranges for fine tuning of say 'Stop Loss+Trailing Stop' or the three elements of MACD

-BB-

Reason: