One thing that I have searched for, but not found, is whether or not it is possible to call the optimizer from within the live strategy. I know I can manually optimize, but this would be a step up.
Say, for example, I have a strategy which takes the following parameters (using integers in place of bools/enums, for strat optimization purposes):
1) EMA Period
2) Long Buys Permitted
3) Short Sells Permitted
4) Martingale Order Sizing(1=MG, 0= none, -1=AMG)
I would like to be able to run the optimizer, and set each of those variables to their optimum values right within the strategy – it could be losing money, maybe it’s just been ‘X’ number of bars since the last optimization… whatever the reason (which could simply be triggererd within the strategy)… perhaps then even deciding that there is no profitable way to use the strategy at the present time, and simply prevent it from doing any trades.
Is it possible? Would it be an interesting feature to add to a future build?
Say, for example, I have a strategy which takes the following parameters (using integers in place of bools/enums, for strat optimization purposes):
1) EMA Period
2) Long Buys Permitted
3) Short Sells Permitted
4) Martingale Order Sizing(1=MG, 0= none, -1=AMG)
I would like to be able to run the optimizer, and set each of those variables to their optimum values right within the strategy – it could be losing money, maybe it’s just been ‘X’ number of bars since the last optimization… whatever the reason (which could simply be triggererd within the strategy)… perhaps then even deciding that there is no profitable way to use the strategy at the present time, and simply prevent it from doing any trades.
Is it possible? Would it be an interesting feature to add to a future build?
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