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Hello,
Is there a way to assign specific optimization variable values for
different tickers ?
For example, I want to trade a list of 10 stocks based on a simple
MACD crossover with max stop loss. The crossover has to occur either
below a certain number (buy level) or above a certain number (sell
level).
I ran an optimization for this system based on a range of values for
the three variables: stoploss, buylevel, selllevel.
Obviously, different tickers have different optimum values for each
set of variables.
So, is there a way to assign the optimum value set to each ticker's
variable set ?
Thanks,
HB
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