Optimizing a Rule based strategy: how to show parameters?

Author: Tobey

Creation Date: 4/14/2015 12:24 PM

Wealth Lab » Wealth-Lab Developer/Pro » Optimizing a Rule based strategy: how to show parameters?

Tobey

4/14/2015 12:24 PM

Hi Cone & Eugene,

I am unable to Optimize a rule based strategy.

Strategy
Buy .SPX if 125 Roc crosses above -1
Sell .SPX if 125 Roc crosses below -1

Run on :
Daily Data
10 yr Range
100% of Equity
Margin 1.1
Symbol .SPX

In Optimization under controls
Strategy Parameters is not showing any parameters.

What am I missing?

Thanks for the help
Tobey

Eugene

4/14/2015 12:59 PM

Hi Tobey,

You're missing to expose the parameter. See the User Guide where it's illustrated under Strategy Window > Strategy Builder > Parameter Sliders for the Strategy Builder.