hi all, I am wondering if its possible to optimise and find the best parameters of a strategy in multiple custom time periods?
For example like January 2018- march 2018 , June 2018- September 2018 like that?
Is there any way to optimise like that all together? I don't want to optimise separately and find the best parameter . as jan
-march values wont be the best parameters in june to September. I want to find out altogether.