Optimization

February 6th, 2016, 10:41 AM

Is it possible to develop such solution:

a) Where optimize does a run or continuously runs and records best optimize settings into a file, then a strategy that is running reads that file and plugs in params. Sort of dynamic adaptable strat based on optimize alg?

b) Alternatively is it possible to replicate NT optimize alg and do the same thing as a standalone app, which reads historical data and performs optimization to feed the NT strat?

March 6th, 2016, 08:28 AM

hi,...just found this thread und did shortly discribe procedure in titel thread

I have used excel to max. premium for OTM covered calls. The principle could be used for NT ?? pls check and answer for furtehr discussions

Optimization

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Optimization