Buy/Sell Signal Parameters
Most strategies have a number of parameters that can be adjusted to alter the trade entry and exit conditions in order to eek out optimum performance. Our development framework allows these parameters to be displayed and edited in a uniform way within the Portfolio Analyser. By keeping the number of optimizable parameters to a minimum, we try to avoid curve fitting, which inevitably results in a system not generalizing well into the future.
Money Management Parameters
The money management parameters are no less important than the strategy entry/exit signal parameters and these can be specified and optimized in the same way as for any portfolio analysis.