I apologize if this has been asked and answered before.
i did a search and after several pages of results didn’t find anything similar to my question.
When you optimize a strategy by one of the parameters where “lower is better”, then the results get plagued by settings which produce 0 trades. The reason being that no trade has a better MAE than even a 99.99% profitable trade.
So unless I greatly increase the “Keep best # results” setting, I end up with a list of 10 different parameters with zero trades. Unfortunately, increasing that value seems to have a heavy toll on the speed of the optimization. I suppose this is caused due to having to constantly sort so many results.
My question is, is there some way to tell the strategy optimizer that it should ignore an iteration/result if it produced 0 trades?
If the iterations with 0 trades are kept out of the pool, then they won’t taint the results.
I hope my explanation is understandable. If not, please feel free to ask.
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