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#121129

@GraHal to answer your questions:

  1. There is ‘theoretically’ no need to reset, I have merely included the option to ‘start fresh’ every quarter/year etc. in the event that optimization perhaps went wrong
  2. Not sure if I understand you correctly but after the evaluation period  (Reps) only a single increment is made either up or down depending on which appears to improve performance more.

Here is the version of the algo outputting ‘ValueY’  (Remember the performance evaluation of each algo is only done after the amount of trades (specified as Reps) and will therefore not be useful using an alternate bar optimization method. Best is to code it so that each algo gets it’s own evaluation period. Although it would require at least 2 evaluation periods to really know if performance is increasing or decreasing. So perhaps an additional ‘wait counter’ should be built into the startegy giving each also 2 or more evaluation periods before giving the next algo a turn.

 

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