Hello. Is there currently any plan to allow for more than parameters in the Optimization Wizard? It seems like that would be relatively easy to implement,
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Plans for more than two parameters in the Optimization Wizard?
Garrett Grow | April 2022
Hello. Is there currently any plan to allow for more than parameters in the Optimization Wizard? It seems like that would be relatively easy to implement,
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Alexandre Catarino
Hi Garrett Grow ,
The LeanOptimizer does accept more than 2 parameters as you can see in this Lean-CLI example. However, we have opted to not allow more than 2 parameters in QuantConnect Cloud because the available search method, the Grid method, makes all possible combinations. When we have the chance to implement a smarter search method, e.g. Genetic Algorithm, the optimization process will find the solution with fewer backtests, and we will be able to allow more parameters.
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