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    Optimise type of moving averages (ZLEMA/ZLEMA? ZLEMA/EMA? EMA/SMA?, etc.)

    Indicators/Strategies/Analyzers
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    • W
      wykazox last edited by

      Dear all,

      New user, and new on the forum, so please excuse me if my topic belongs somewhere else...

      I managed to successfully run the cerebro optimiser to find the optimal length of a moving average crossover.

      Now, I'd like to test different combinations of types of moving averages for the crossovers, for example:
      SMA/SMA
      EMA/SMA
      ZLEMA/SMA
      EMA/EMA
      ZLEMA/EMA
      ZLEMA/ZLEMA
      etc...

      I imagine I would need to do that when adding indicators/signals the strategy.

      But how can I get cerebro.optstrategy() to try different permutations of:
      bt.indicators.sma/zlema/ema/hma/etc...

      I just have no idea how to start optimising things that are not lists of numbers...

      Thanks for your help!

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      • W
        wykazox last edited by

        @run-out Thanks, will try to adapt your code!
        I saw you also gave a very detailed description of the whole process on another thread, I'll check that too.
        Thanks!

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