Backtest System Parameter Optimization

The FMZ Quant Trading Platform backtest system parameter optimization feature allows you to set parameter combinations based on optimization options for each parameter during backtesting. On the "Simulation Backtest" page in the strategy parameters section, check the Optimization option on the right side of the strategy parameter to display optimization settings.

• Minimum Value: Set the starting value of the parameter.
• Maximum Value: Set the maximum value after the parameter increments.
• Step Size: The increment amount for parameter changes.
• Concurrent Threads:
  When optimizing parameters, set the number of threads for concurrent execution of each backtest parameter combination. This option only supports parameter optimization for JavaScript, PINE, and MyLanguage strategies, and does not support template parameter optimization.

The system generates parameter combinations based on Minimum Value, Maximum Value, and Step Size settings, and iterates through these parameter combinations for backtesting (i.e., executes one backtest for each parameter combination). Only strategy parameters of type number can be configured for parameter optimization in the backtest system.