Backtesting System Parameter Optimization

The parameter optimization function of the backtest system of FMZ Quant Trading Platform is to set the parameter combinations according to every parameter optimization option during backtesting. In the strategy parameter section of the “Simulation Backtesting” page, check the Optimization option on the right side of the strategy parameter to display the optimization settings.

• Minimum value: to limit the start value of the parameters.
• Maximum value: to limit the maximum value of the parameters after incremental changes.
• Step size: the incremental variable amount of the parameters.
• Concurrent threads: During parameter optimization, set the number of threads for concurrent execution of each backtest parameter combination. This option only supports strategy parameter optimization in JavaScript, PINE, and My Language, and does not support parameter optimization on templates.

Parameter combinations are generated based on the minimum, maximum, and step size settings. The backtesting system iterates through these parameter combinations for backtesting (i.e., backtesting each parameters combination once). Only strategy parameters of number type can be optimized in the backtesting system.

Exchanges Supported in the Backtesting System Save Backtest Settings