Hello,
I found optimizing with one or two parameters is quite easy. For example, if
I want to optimize two parameters I look at 3D optimization graph, then look
for large areas ("high level islands" but ignoring peaks at the same time)
where my optimization target is relatively high, and use coordinates of
middle of these islands as optimized parameters. Optimizing this way I hope
to be on safe side and not over-adjust system parameters.
I suppose that there is a way of not taking this results at face value, and
maybe it is the only way of optimizing systems with more than 2 parameters.
I think derivatives and convex function might be somehow applicable, but I
have no clue of how to implement it. Especially if I want to use BackTester
results lists as input, not the function. So my question is - do you know
any method of reliable estimation of optimization parameters for systems
with 3-5 of them ?
Best regards,
Tomek
