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RE: Automate optimization runs?



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Hello Mark,

TSTrades *can* be used 'with homebrew code' to automate an iterative
parameter optimisation process.

To be more specific, TSTrades incorporates a command line driven program
that interfaces directly with TradeStation.

An external program could be used to:
-	specify the batch to be run (systems/charts/settings),
-	repeat until some criteria met:
	-	call the TSTrades batch script,
	-	examine system reports, including any optimisation files,
		(the batch script saves these as text files),
	-	update the batch specification.

Please let me know if I can give you more details.

Regards
- Michael

_____________________________________________________________________
Michael Harries                    | TradeStation Add-ins
http://www.cse.unsw.edu.au/~mbh    | DLLs: HashNums QlsNums Instance
Quality Trading Innovations        | Batch Execution: TSTrades
http://www.ozemail.com.au/~qtrade  | 



> I would like to optimize a single system on a single chart, look at the 
> results, then re-run the optimizer with new parameter settings, based on 
> the system's performance on the prior range of parameter settings.  This 
> would be a form of directed hill-climbing process and would entail the 
> followng sequence:

> set optimizer parameters
> run optimizer
> save results table to a text file
> analyze file with homebrew code (in C, VB, etc.)
> determine new parameters settings
> repeat process until some condition is met

> Can homebrew code be integrated with TS Trades to achieve the above?  Or is 
> something totally different required?

> - Mark Jurik 


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