Hi All,
I have a strategy that works pretty well, but must be optimized for the stock that you are trading. I can't use the same strategy parameters across the DOW 30, but I could create 30 different strategies (all copies of the original strategy) and then optimize each one. The result is that I would have 30 strategies, optimized for each of the 30 symbols, all with different input parameters.

Is there an easier way to do this? Ultimately I would like to run an optimization every month and then pick the symbol/strategy with the highest Sharpe Ratio via 1 master strategy.

Thanks for any help or insights.

Hi,

An easier way is to assign Preferred Values on a per symbol basis after optimization, and enable PV in the Strategy's status bar. For more insight check out the User Guide, Strategy Window > Optimization > Results > Preferred Values.

Eugene,
Thanks and sorry I missed that in the guide. That is what I was looking for.