Optimization Settings

Parameters with optimize: true can be automatically tuned by the optimizer. The engine explores different combinations of parameter values across a grid to find the best-performing configuration.

Marking a Parameter for Optimization

ctx.param('fastLength', {
  type: 'int',
  label: 'Fast EMA',
  default: 9,
  min: 5,
  max: 50,
  step: 5,
  optimize: true,   // <-- this makes it tunable
});

When optimize: true, the optimizer uses min, max, and step to build a search grid:

Setting	Purpose
`min`	Lowest value to test
`max`	Highest value to test
`step`	Increment between tested values

For the example above, the optimizer tests: 5, 10, 15, 20, 25, 30, 35, 40, 45, 50.

Grid Size Warning

The total number of combinations = product of each parameter's step count. Large grids take longer:

Parameters	Steps Each	Total Combinations
2	10	100
3	10	1,000
4	10	10,000
3	20	8,000

Keep the grid manageable. Prefer fewer parameters with wider steps for initial discovery, then narrow the ranges.

Fixed vs Optimized

Parameters without optimize: true (or with optimize: false) keep their default value throughout the optimization run. This is useful for structural settings that should not change:

// Fixed — always 'close'
ctx.param('source', {
  type: 'string',
  default: 'close',
  options: ['open', 'high', 'low', 'close'],
});

// Optimized — engine tests 5 through 50
ctx.param('period', {
  type: 'int',
  default: 14,
  min: 5,
  max: 50,
  step: 5,
  optimize: true,
});

Step Size Tips

Parameter	Recommended Step	Reasoning
EMA/SMA period (5–200)	5–10	Periods below 5 are noisy
RSI threshold (20–80)	5	Standard increments
ATR multiplier (1.0–5.0)	0.5	Meaningful granularity
Risk percentage (0.5–5.0)	0.5	Small change = big impact

Interaction with Walk-Forward Analysis

During WFA, the optimizer runs independently on each training window. Parameters are re-optimized per window and validated on the out-of-sample segment. This tests whether the parameter surface is stable over time.

See Walk-Forward Analysis for details.