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when we backtest strategies, we need determine range or value for some parameters. I just want to learn whether it is possible to make some optimization in the quantconnect/lean egine ?
thank you !
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Garret Fields
I accomplished my GA by creating a flagging system that outputs all of the returns, as well as other parameters I was interested in. So instead of actually calling the functions that would place the trades, you would write some code that would in theory place the trade, but not actually, and keep track of these values as your optimizer runs and outputs the values to the log.
Haiping9Lan
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
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