Strategy Input Parameter Optimization


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Is it possible to calculate the FloatingPL of a strategy of different input parameters value and find the one which has max FloatingPL because I have several input parameter?

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Asked on September 9, 2019 2:13 am
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Not when using the Thinkorswim platform. The P/L graph on Thinkorswim is a black box. We cannot provide inputs into the P/L graph. Does this mean it's impossible to build an extremely complex piece of code to run parameter optimizations on Thinkorswim? No. But why spend thousands of dollars trying to get it to work when you can simply move to a platform that fully supports that without adding a single line of code?

TradeStation: https://www.tradestation.com/

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Answered on September 9, 2019 9:52 am