Is it possible to put constraints in the strategy tester? For instance if I use an EMA cross strategy and the two input variables are:
Fast_EMA Slow_EMA
It is obvious that the Fast_EMA value should always be smaller than the Slow_EMA value. At the moment I define this in the code if it is not met it should return, but the problem is it messes with the genetic algorithm. There are a lot of iterations that makes a Slow_EMA variables smaller than the Fast_EMA value.
The best solution may not be found with this interference.
is there a way to tell the strategy tester not to run any iterations with certain constraints like the one I mentioned ?
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Hey everyone,
Is it possible to put constraints in the strategy tester? For instance if I use an EMA cross strategy and the two input variables are:
Fast_EMA
Slow_EMA
It is obvious that the Fast_EMA value should always be smaller than the Slow_EMA value. At the moment I define this in the code if it is not met it should return, but the problem is it messes with the genetic algorithm. There are a lot of iterations that makes a Slow_EMA variables smaller than the Fast_EMA value.
The best solution may not be found with this interference.
is there a way to tell the strategy tester not to run any iterations with certain constraints like the one I mentioned ?
Thanks