Boost Your Strategy Development Part 1: The Optimizer Contest by René Koch, PhD
Trading strategies usually involve adjustable parameters, and trading strategy development involves optimizing those parameters to find the best inputs and variables for the most profitable results. Here is an overview of some available optimizer types, along with some insights into using current-generation software to help with this very important task.
There is constant debate about the usefulness and benefit of optimization in the development of trading strategies. Many have the opinion that “optimized” strategies do not perform in real-time trading. In this series of articles, I’ll show recent developments in the field and demonstrate some practices that result in working strategies ...