I am working with a half dozen different instruments and have a custom strategy and optimizer with has a bunch of parameters that I'm trying to optimize.
>> Is it possible for me to do one run and vary the date period in a single run? Essentially, I'd like to set Strategy.To and .From just like I set Strategy.OptimizationParameters before calling RunIteration().
Maybe it's possible but I'm just not doing it in the right place?
>> Or I'd like to be able to run through a list of instruments for that single date range?
Right now, I need to change the instrument + date range manually for 6 different instruments * 10 different date ranges with each run taking 20 minutes.
Thanks in advance for your responses.
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