Optimize trading systems
Module "Advanced Technical Analysis"
Each trading system can be calculated with different parameters. For example, if you are working with the RSI, you can use a 9-day RSI, a 10-day RSI and so on. But which one is the best, and with which attitude would you have earned the most? This is the typical area of application for optimization. The Infront Portfolio Manager goes through all the desired settings and filters out the best ones. When optimizing trading systems, the computer searches for the assignment of the variables for the trading system formula that would have resulted in a maximum performance value in a certain period of time. The optimization runs individually for each security, i.e. a separate parameter set can be stored in the trading system for each security.
Make the following settings to optimize trading systems:
- Optimization period
- Securities for which the trading system is to be optimized
- Variable assignments that are to be analyzed combinatorially
To start the optimization of a trading system in the Infront Portfolio Manager, proceed as follows:
- Double-click to open the workspace of the trading system.
- Switch to the "Optimization" tab. you can enter the configuration for optimizing the trading system.
- Confirm your entries with the "Save" icon. When you start the optimization, the settings are also saved after a query.