optimization on Strategy Selection example
The strategy selection shows an example of running two different strategy using the same cerebro.
Is it possible to run the optimization of each of the strategy within
_STRATS = [St0, St1]?
For example, if I want to optimize strategy St0, sma2=bt.ind.SMA(period=[20,30,40]), and optimize St1: sma1 ma period [5,10].
Is it possible to do that please?
You then need to have 5 optimizations (the sample shows 2) and the
StFetcherinstantiating the appropriate strategy with the appropriate parameters. In the example
idxis used as the key to decide which strategy to return. The same
idxcan be used to decide which strategy to instantiate and with which parameters.