RealTest User Guide
RealTest User Guide

 

 

Navigation: Realtest Script Language > Syntax Element Details >

OptimizeSettings

 

 

 

 

Category

Script Sections

Description

Defines the settings to use only when the script run mode is Optimize.

Notes

The table below lists all of the available Optimize Settings items.

These correspond to the choices in the Multiple Tests and Optimization dialog box.

Any optimize settings applied by a script become the new defaults for the dialog box and vice versa.

The only optimize setting that is not in the dialog box is OptNoDialog.

 

Setting

Type

Description

OptAnchor

True or False

whether and how to anchor multi-interval optimizations / walk-forward

OptByStrategy

True or False

run optimization separately for each strategy

OptBySymbol

True or False

run optimization separately for each symbol

OptClearResults

True or False

clear the active results window before running an optimization

OptimizeMode

Combinatorial, Genetic, etc.

type of optimization to be performed

OptIterations

number

run the same optimization multiple times (e.g. for randomization)

OptKeepBest

number

only keep the N best tests (requires OptSortResults)

OptKeepByDate

True or False

apply OptKeepBest to each OptTimeUnit date

OptKeepBySymbol

True or False

apply OptKeepBest to each symbol

OptKeepNoTrades

True or False

keep optimization results rows with zero trades

OptMultiSaveAs

True or False

SaveStatsAs and/or SaveTradesAs (if specified) for each test in an optimization

OptMutatePct

number

mutation probability for genetic optimization

OptNoDialog

True or False

run an optimization without displaying the Optimize dialog box first

OptScoreCol

Results column name

name of results column to use as optimization score (fitness function)

OptSortResults

True or False

sort the results rows by OptScoreCol value after each test in an optimization

OptSummaryLog

True or False

display a summary log at the end of an optimization run

OptTestInterval

number

OptTimeUnit test interval for multi-interval optimizations / walk-forward

OptTestLength

number

OptTimeUnit test length for multi-interval optimizations / walk-forward

OptTimeUnit

None, Years, Months, Weeks, Days

time unit for multi-interval optimizations or walk-forward

OptWalkForward

True or False

generate walk-forward parameter lists from multi-interval optimization

 

 

 

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