Is there a method to more easily manage running a larger time-frame optimization run, over quarterly instruments?
Say I'm optimizing a strategy for the ES, running over the full 2022 year. Well, I have to run it four times, first over Q1, then Q2, Q3, and Q4. In the Optimization panel, I have to change the time frame and switch the instrument from ES-0322, ES-0622, ES-0922, and then ES-1222. I have to record the results of all four runs, and then average them out. So, all of this becomes a bit tedious and time consuming.
Instead, I wish I could simply specify one larger optimization run over the full 2022 year, which hits all four quarters during the run.
Possible? Thanks
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