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Strategy Optimization

I am just wondering if you're going to develope an strategy optimization functionality. From my point of view this is the missing piece in the system. Probably that also would mean to implement as well some sort of parametrization function.
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"Can we actually run parameter optimizations in local"

Ben, I've provided some information regarding this previously in this thread.

 
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Thanks Jared. I am being a bit lost between the different docs (QC Online / LEAN), what the open source and staff developers do, and the forum threads that can extend on very long timelines ;).

To end on a piece of wisdom, as simple backtesting in itself cannot show any statistical significance, there are currently no tools available to properly test an algorithmic strategy in the crypto asset universe (such as MC analysis provided by TradeStation: http://help.tradestation.com/09_01/tswfo/topics/monte_carlo_wfo.htm). I am looking forward to QC and other players to navigate towards such functionalities, and particularly to QC since you already support realistic brokerage models. 

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I meant James, not Jared. Not sure how we can edit a comment when it is submitted. 

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Any progress on this?  I've downloaded Visual studio and the lean master and lean optimazation master.  It would be nice if there was a clear walkthrough on how to get this installed and running.  Once I have one of the folders open in VS I have no idea what to do.  I have an algo written in python on quantconnect that I would like to convert into this optomizer to automatically backtest on about 3 variables so I dont have to manually do it once every week or month.  

Thanks for any info you can help with

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So I was able to open lean master and lean optimazation master.  Where can i download pricing data to use for offline backtesting?

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