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Hello. Is there currently any plan to allow for more than parameters in the Optimization Wizard? It seems like that would be relatively easy to implement,
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Alexandre Catarino
Hi Garrett Grow ,
The LeanOptimizer does accept more than 2 parameters as you can see in this Lean-CLI example. However, we have opted to not allow more than 2 parameters in QuantConnect Cloud because the available search method, the Grid method, makes all possible combinations. When we have the chance to implement a smarter search method, e.g. Genetic Algorithm, the optimization process will find the solution with fewer backtests, and we will be able to allow more parameters.
Garrett Grow
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
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