{
  // optional: algorithm class selector
  "algorithm-type-name": "ParameterizedAlgorithm",

  // optional: Algorithm language selector - options CSharp, Python
  "algorithm-language": "CSharp",

  // optional: Physical DLL location
  "algorithm-location": "QuantConnect.Algorithm.CSharp.dll",

  "optimizer-close-automatically": true,

  // How we manage solutions and make decision to continue or stop
  "optimization-strategy": "QuantConnect.Optimizer.Strategies.EulerSearchOptimizationStrategy",

  // on-demand settings required for different optimization strategies
  "optimization-strategy-settings": {
    "$type": "QuantConnect.Optimizer.Strategies.StepBaseOptimizationStrategySettings, QuantConnect.Optimizer",
    "default-segment-amount": 10
  },

  // optimization problem
  "optimization-criterion": {
    // path in algorithm output json
    "target": "Statistics.Sharpe Ratio",

    // optimization: available options max, min
    "extremum": "max",

    // optional, if defined and backtest complies with the targets then trigger ended event
    "target-value": 3
  },

  // if it doesn't comply just drop the backtest
  "constraints": [
    {
      "target": "Drawdown",
      "operator": "lessOrEqual", // less, greaterOrEqual, greater, notEqual, equals
      "target-value": 0.15
    },
    {
      "target": "Total Trades",
      "operator": "greater",
      "target-value": 2
    }
  ],

  // optional: default is process count / 2
  //"maximum-concurrent-backtests": 10,

  // optimization parameters
  "parameters": [
    {
      "name": "ema-slow",
      "min": 10,
      "max": 50
    },
    {
      "name": "ema-fast",
      "min": 50,
      "max": 150,
      "step": 50,

      // optional
      "min-step": 0.0001
    }
  ]
}