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By marketcalls

optimize

marketcalls2.2k installs

Compare trading parameters with heatmaps and benchmarks.

What it does

Creates a script to optimize a trading strategy's parameters.

When to use it

Use when creating parameter optimization for a VectorBT strategy.

How to use it

Give it a strategy to optimize in a project; it creates a Python optimization script under backtesting.

What you provide

  • An existing project

Latest review

What you need · 5

The generated optimization script uses VectorBT.

The default script uses OpenAlgo for historical data and indicators.

The generated script uses tqdm for optimization progress bars.

The generated script uses Plotly to produce total-return and Sharpe-ratio heatmaps.


Access · 0

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